I posted this way up the thread. But the short answer is: Trent does believe in God, but (as you would expect from the lyrics, some of which are personal and others which are about a character, like on TDS), he's not a fan or a member of any particular religion.
The songs that do sound pretty anti-religion still seem to be about a betrayal of faith, which would require there to be some kinda faith in the first place to be betrayed. Like "Terrible Lie" or raging against the hypocrisy of right-wing Christianity in "Heresy," or about "God himself" reaching his arm through to push you down on "The Wretched," they don't question the existence of God, but the nature of him/it and why existence is so punishing. And then there are much more recent songs like "Find My Way" where there's a very uncontroversial affirmation of faith (oh dear Lord, hear my prayer).
"Heresy"'s famous line about god being dead is actually printed as "your god is dead," in the lyric sheet, meaning the God of the religious right, even though the "your" is only sung once at the end.
Here's a quote from an article:
Brody Dalle: T-Dog, do you believe in God?
“I do. I take comfort in thinking there’s some purpose and higher power of some sort. I’m not affiliated with any particular religion but that gives me some sense of comfort. I’ve had some dark days through the years and been through some shit that makes me think there is some reason here and it’s beyond just physics and biology.”
Link:
http://www.theskinny.co.uk/music/int...s-trent-reznor
I'm not religious, and the idea of a God doesn't make much sense to me, but I do find myself kind of searching for something like what he describes there after having some really, really rough times myself. It seems like it would be a comfort.