http://pewforum.org/docs/?DocID=504
The most religious state by far is Mississippi, which ranked first in all 4 categories. New Hampshire and Vermont scored dead last in belief in God and importance of religion, Maine scored lowest in frequency of prayer, and Alaska had the poorest worship attendance. (I wonder how Sarah Palin's fans would react knowing she was governor of one of the least religious states in the Union.)
Nationwide, 71% of survey respondents had an absolute certainty in their belief in God, 58% pray at least once daily, 56% say religion is a very important part of their lives, and 39% say they attend religious services at least once a week.