I don't think the human psyche has a "god-shaped hole", but I do think there are a bunch of other things people need which religions provide, including weekly community gatherings (services), an inducement to concretely specify desires (prayer), a person to talk to about sensitive topics confidentially (confession), and a moral framework. All of these can be had elsewhere, but lacking any one of these is a big deal and non-religious people often end up missing one.