Many religious schools are good schools. You need to compare the schools in terms of the followings rather than just religion itself:
-Small or large school?
-Average Class Size
-Where is it and is it easy to get to.
-Graduation Requirement
-Coeducational or single-sex?
-Percentage of students who enter college
-School Accreditation
-Traditional or progressive?
-A source of special programs (for example, arts, sports or computers?)
-A diverse community
-Sensitive to your special needs, whether for rigorous intellectual preparation, for programs devoted to average learners, or for a curriculum geared to students with learning differences?
-Educational focus
-Is the atmosphere competitive? Or more nurturing?
-Different academic department and curriculum
-Typical day
-Typical year
-Faculty
-Advisor