People who think that a “real religion” has holy books often do not understand Paganism, whether old or now.
Gus diZerega, who is now blogging at BeliefNet, takes on that attitude in his latest post, “A Pagan View on Sacred Authority.”
Fundamentally we are an oral and experiential tradition. We Wiccans have Books of Shadows, but they are more like ritual cookbooks that sacred texts along Biblical or even theological lines. Similar texts dominate in Brazil among the African Diasporic traditions. Dogma is not particularly important, compared to ritual and experience. This also appears to have been the case in [ancient] Rome.
Incidentally, it is good to see that BeliefNet has a Pagan blogger again. It used to be me, but I was purged along with other non-monotheists. Now the site’s owners seem to be trying to broaden its blogroll once again. You still have to scroll to the very very bottom to find the Pagan blogger.