It seems if there is a religion mentioned regularly at all, it's Catholicism... I wonder why that is...
Because there are so many of them?
Actually, I suspect it's because everyone is a least familiar with Catholicism while with Protestants its harder unless the writer is really familiar with the denomination.
According to comic book canon Clark was raised Methodist but quit going to Sunday service when his super-hearing came in. Martha was a church-goer. There is some evidence that Lois was raised a Catholic.
The Religious Affiliation of Comic Book Heroes 