As Clark Kent, Superman 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.
Batman's religiosity is a bit more complex:
...there is some disagreement among fans as well as among writers about whether the character is a mostly lapsed Catholic or a mostly lapsed Episcopalian. There is universal agreement that the character is not an active churchgoer in any faith.
The religious affiliation of hundreds of comic book characters and superheroes has been tabulated at Adherents.com. You can search through a list to find your favorites, or view them as groups. Pictured above, for example, is the Legion of Baptist Superheroes.