Lady Gaga's not attacking Catholicism or the Bible or going around singing the merits of devil worship. She's simply taking a point of view of a sinner clinging to a personified 'Judas' -- it's just her using mythology as a metaphor for a bad, self-destructive relationship. In a way, that means she's praising God.
Some of you really need to lighten up with the preaching. Too much doom and gloom in here for people who just want to read the lyrics!
Ps: I believe in Zeus as the one true god. Jesus is a myth.