included in the sale of stargate were the dog tags of janet & sam (jack too i think) on dog tags a person's religion is indicated. which stirred up a small cloud of fanon vs. canon (which is kind of moot, since they never mentioned religion on sg-1, unless it was an ancient one) example; the comments in
this post by
ivorygates . i mentioned this to my brother who said; "what religion is teal'c?" i replied that i had been thinking about that.
teal'c does believe in a higher power; call it God or The Great Spirit or what have you. he's seen too much to think other wise. he knew for a while that the god he was taught to worship was a false god, but wondered about the existence of another (or others). during his time on earth, teal'c learned about the many religions on this planet, mostly through daniel & his many books on the subject. he has yet to find one that he would like to practice. he often wonders if the egyptian (& other ancient) gods did/do exist. that they were/are some kind of all-powerful beings (or however you classify a god)
i think at this point, teal'c is more spiritual than religious. kel'no'reem turned out to be more than a deep medative state where a jaffa can communicate with his/her goa'uld larvae. it's like when humans go into a deep medative state, to center theirselves, to obtain a deeper lever of awareness. i'm only at season 4 in my re-watch, so i can't recall if he still does this, i like to think so.
as for the others;
sam is probably cathloic, but got away from it after her mother died. her mother was the one who made sure they went to church, sam's dad didn't go either because he was busy, or was jewish as
ivorygates said. sam's mother went to cathloic school & enrolled sam and her brother in the closest one to wherever her dad was stationed. (if one wasn't close, they went to public school) her mother would read from the bible the relevant passages on the holy days & made sure they observed lent. in the past few years sam has drifted back to the church, somewhat. she goes for christmas & easter mass, perhaps a few others.
jack could be lutheran as that's the second most popular religion in minnesota (most popular being cathloic) although he ended up being non-practicing . he prayed when under fire in his days before the SGC. he prayed his hardest when his son was shot, those prayers were answered in the negative. most of the time he goes between being an atheist & an agnostic.
daniel never had a specific relegion. he mother was mennonite, but fell away from it for whatever reason. his father was presbyterian, but was often too busy studying or working in his adulthood to practice it. neither one of his parents steered daniel towards any one religion. they would often attend a friend's worship service (whoever would ask that month) & daniel picked up stuff from that as well as his reading. after all he's learned, he's firmly in the agnostic camp.
mitchell is baptist & comes from a long line of bible-thumppers. the kind of people who have a bible quote for every occasion & are quick to point out your sins, without admitting their own. that kind of thing grated on him & was also tempered my his grandmother mitchell. a more relaxed baptist.
vala is atheist. like some atheists she once believed in a god. when she was dragged off to become host to qetesh, she called out to the god of her world & when she wasn't saved, vala turned her back on her/him. while she was quick to feign piety when she needed to in order to scam someone, vala believes in that quote form the terminator movies; "there's no fate but the one you make"
well that's my opinion, i could be wrong.
my source for religion by state