Well I was probably a bit unclear. What I meant is that, like Sam Harris says, some religions are more strict than others. I feel that many protestant countries have looser rules with respect to a lot of things.
Of course, no religion would be the best
That is a very widespread, yet mostly unsubstantiated prejudice as far as I've been able to observe.
Although Germany is partly Catholic, it is often considered to be deeply influenced by the Lutheran tradition. And yet, I keep seeing how Germans have more conservative stances on issues like abortion, gay marriage, euthanasia, etc. than Spaniards do.
Of course, it might be that the German society is more influenced by Catholicism than I think, or that my perception is skewed... but that's the impression I've been getting.