A lot depends on which style manual you use. The AP is for newspapers, but for books and magazines, the guide is The Chicago Manual of Style, which says:
As far as the Bible is concerned:
“Roman type” = non-italic
Further,
They specifically mention Koran, Vedas, etc.
Now, with items like The Necronomicon or Dianetics, it’s a matter of your own personal style. I’d used italics for both because 1. is not a true holy book (at least, let’s hope not 
) and 2. is not actually a holy book at all (it’s supposedly a science)