Careful now... you're confronting the single most predominant and defining characteristic of American theology ;^). But come to think of it: Scalia, Thomas, and Roberts are all Catholic; And Miers is said to be headed that way. (Contrary to numerous conflicting accounts, she is presently an Episcopalian attending a church flirting on the edge on a conservative schism.) Rehnquist was the last conservative Protestant on the bench.
And was one of the initial causes of the schism to begin with.