Yes... the President is United Methodist.
The Southern Baptists who think they control the definition of "conservative" in this state generally consider UMs to be liberals.
I don't think Rick Perry's religion has anything to do with his politics or with his support, and I think your liberal/conservative tags are pretty messed up.
As I recall, Perry got in big trouble twice recently, one for some public prayer he led in East Texas, another for a bill he signed at a Christian school in Fort Worth -- don't remember the issue, but it was religion-related.
I've always considered him to be pretty conservative.
For what it's worth, I'm neither Southern Baptist nor Methodist, but I am a conservative Christian, and I DO NOT LIKE RICK PERRY, but it has nothing to do with his faith.
It has to do with his ineffectiveness and his hairbrained ideas.