I'm going to include the entire Religious Structure: Christian category link
for those who need it.
If we're talking Christian pilgrimages, there's really only one site on this list that stands out to me:
1. Routes of Santiago de Compostela (Spain) -- this is a great example of a Catholic pilgrimage route that has been in use since the Middle Ages
That said, I would place two sites listed in other categories above the Routes of Santiago de Compostela for Christian pilgrimages: Jerusalem (in the Urban landscape, Urban continuity category), where Christianity started; and Vatican City (which does fall in this Religious Structure: Christian category, but sensibly has been broken out into a cathedral subsection by meltwaterfalls), home to the Holy See of the Catholic church.
As far as monuments go, I do think the Luther Memorials, as unimpressive as some visitors have found them, should get a mention because of their significance to the Protestant Reformation.