I only filled it in because I'm a student and I'd rather not be made even more impecunious by a £1000 fine.
My (ir)religion is none of the government's business. My marital status is none of their business. My ethnicity is none of their business. Arguably it's not even any of their business what my name is, when I was born and where.
The "it helps them plan local services" stuff is a load of shite though. The state already has this information and it's a damned sight more up to date than a once a decade census. They have the information about anyone in a house because of a combination of council tax and the electoral roll. They already have your information if you are of working age attributed to your National Insurance number. HMRC and DWP already have a hell of a lot more information about you if you are claiming any sort of tax relief or benefit. The local registrar has all the details on your birth certificate and any marriage or civil partnership documentation.
The census is a completely unnecessary intrusion into the lives of people living in this country, adding an unnecessary expense to the tax bill, and should be scrapped.