They skewered scientology (OK, not really what you would call a religion)
They tore the founder of Mormonism to shreds, along with their basis for faith.
They have ripped much of catholicism, although they have not attacked the basis of the christian faith, that Jesus died for our sins (they even said that without humor last night). Still, if I was catholic I would probably not be a fan of the show.
They've been pretty good to the Jewish faith, although the kids kamp with Ham and Moses was a little odd. Of course, they have made Jesus into a sometimes pathetic character (sitting around waiting for his phone to ring on his talk show).
I find that a poignant reflection of the world as it is today. I didn't see Jesus in that case as pathetic, just sad that nobody was calling on Him even though He made himself available to all.
As for your other examples, it seems they go after people, especially the hypocrites and charlatans, and not so much after the beliefs themselves, especially if they're doing some good in the lives of people who practice them honestly and wholeheartedly.