Superman is the archetypal costumed super-hero. He is clearly the most influential character in the comic book super-hero genre. The character was created by Jerry Siegel and Joe Shuster [often mis-spelled "Joe Schuster"], both of whom were Jewish. The character of Superman, however, has always been depicted as having been raised with a solidly Protestant upbringing by his adoptive Midwestern parents - Jonathan and Martha Kent. Of Clark's parents, Martha is the more devout churchgoer.
Clark Kent was raised as a Methodist. While growing up in Smallville, Kansas, Clark Kent attended Sunday church services at the local Methodist church with his mother, Martha Kent, every week until he was fourteen years old. These aspects of the character are not speculative, but are canonical - established by in-continuity published DC Comics. Action Comics #850 (August 2007), for example, identifies Methodism by name as the denomination that Clark Kent and his mother attended.
Jonathan also raised his adopted son with staunch Protestant values, but Jonathan has never been much of a churchgoer. Clark stopped attending church services when his super-hearing, X-ray vision and other super senses began developing. As Clark later told his wife, Lois Lane, he stopped attending services becaues he "knew too much about their lives -- their problems -- their lies... [he] was afraid" that he might lose his faith in people. So he decided to distance himself from such close-contact, frequent congregational worship and put his faith in "the best that humanity has to offer" (Action Comics #849, July 2007). As shown in a number of published comics, including Superman: A Man For All Seasons, the adult Clark Kent continued to visit and consult with the minister at his family church, even after he had begun his career as Superman. This does not mean, however, that the adult Superman attends weekly church services (he does not). If asked if he is a Methodist, the adult Superman would not answer "no," but he would defer answering such a pointedly denominational question by suggesting that he respects people of all faiths and backgrounds and considers himself a servant of all humanity.
As is often the case with a character or franchise of extraordinary longevity, Superman has been reconceived multiple times. Throughout all of his incarnations, Superman has maintained his rural Midwestern Protestant upbringing, although rarely have the words "Protestant" or "Christian" been explicitly attached to his background.
Superman is sometimes spoken of as being "Jewish." This may be an attempt to honor the fact that the writer and artist who created the character were Jewish. However, no textual support exists in any of the published comics, novels, films or TV series episodes to support the notion that the character of Superman is actually Jewish.