When asked if he was Christian, Hyde replied, "A Christian could not write an album like 'Faith'" And as an aside, he also does not believe in an After Life. Belief in life after death is the foundation for religions like Christianity.
This album ("Faith") employs Point of View writing. Hyde is writing from the point of view of others, some of which are believers ("Jesus Christ") and some are not ("Dolly").
One of the strong questions Hyde posses throughout the album is, if God is "perfect" and we are made in His image why is it our fault if we fall? If an artist makes a bad painting it's the artist's fault not the painting's. The painting cannot help but be what it's creator made it, so why should it be punished for something beyond its control?
Another question Hyde's always asked, why does God allow wars? If he's in control of everything why allow us to murder, rape etc? If you follow that line of thought (of "God knows and controls all") to its conclusion it takes you to a very dark place. It means God willingly, and consciously, decides who will be murdered, when, how and by whom etc. Which puts God on the same level as the murderer since He made the murderer do it. And for what?
I think "Faith" is an album about every side of religion and belief, the good and the bad. It brings up some very tough questions but leaves you with no answers (much like "666" in that way), Hyde leaves the conclusion you draw completely up to you. So I can't really share "my thoughts" on it and hope to give an accurate picture. This is an album of questions not answers.