I enjoy demographics, as you've doubtless long since concluded. Today's tasty morsel comes from Steve Hayward of Power Line, and concerns religious affiliation and activity cross-tabbed with political party.
So, what do I conclude from this data? Several things. First, Democrats are more likely than Republicans to have left religion behind.
Second, the trend for both parties is away from religion. A third of Democrats never attend religious services, but nearly a quarter of Republicans likewise abstain. Some minor proportion of both parties consider themselves affiliated with a religion but never attend, examples might be so-called "ethnic Catholics" or "nonobservant Jews."
Third, a trend away from organized religion appears to be common throughout the developed world. I know this from sources other than the above chart.