It's recently been licensed and AFAIK there's no 
set release date yet, but Comic Party might be a 
good starter as kind of an introduction to the 
culture surrounding anime.

As for looking for religion in anime, my 
observation has been that it doesn't tend to be 
very prevalent.  A lot of anime, however, does 
tend to have spiritual themes.  Personally, I 
think this is just a reflection of eastern vs. 
western mindsets when it comes to religion vs. 
spirituality.  The difference between the two is 
something that you might consider focusing on.