DATA: Check out this great paper called Cross-National Correlations of Quantifiable Societal Health with Popular Religiosity and Secularism in the Prosperous Democracies. It shows that religion doesn't have the effect on a nation that many people suspect it has.
Specifically, it looks at crime rates v. religiosity and finds that, at best, the relationship is random and, at worst, religion has the effect of increasing crime rates. (Correlation does not imply causation though. It could be random, or perhaps people turn to religion when the streets around them are crime ridden?)