I'm exactly like an atheist, except I believe in God and grace and stuff...
Nevertheless, I think that putting too much specific religion in Superman is a mistake, as he's a kind of character that everyone can be inspired by. This wouldn't be the case if he was running around trying to save everyone from the pit of Hell all the time (though it worked out alright in Miracle Monday) or if we had stories like "Superman's Jihad for President Kennedy."
On the other hand, one of the best stories I've read is the one from 1998, where Superman confronted the Holocaust and his Jewish origins directly. The idea of Superman being religious seems quite alright, but it shouldn't be a very specific or dogmatic religion.