I'd prefer if they swear by their various deities or planes of hell/heaven/whatever

I have to say that so far the best "not really swearing" I have run into has been in the Harry Potter books where they swear by Merlin's/Morgana's [adjective] [body part or garment] such as "Merlin's Sweaty [boy-parts]" or "Morgana's [undergarments]".