If you think the US is big, check out Canada, which is the 2nd largest country in the world in land mass. It is very easy to drive across a State or two in the US in one day, but it can take days to drive N/S in a province.
I was also VERY surprised that the US can be so conservative and have strong religious views. Coming from Canada, which is very diverse, but still very secular - religion is more private. I am always surprised by the number of churches here. We were driving through KY a few years ago and there were churches everywhere, but it was very rural.... I dont' know where the people were coming from for all these churches.
My town in MN has about 10 churches within a few miles.
On the east coast, where the states are much smaller than on the west coast, I can drive from Maine through New Hampshire, then through Massachusetts and Rhode Island and into Connecticut in less than 5 hours.
In Texas, that amount of time might take you to the next city.
As for the churches, don't forget that a good number of the early settlers from Europe came here for religious reasons. The country has a long history of religion affecting the laws, population movement, and popular culture. Stands to reason that religion is very important in many areas of the country.
As for all the churches--many of these small churches have correspondingly small congregations.
One small city I lived in had two Catholic churches, kitty-corner across the street from each other. One was founded by Irish immigrants, the other by Ukrainian immigrants. The small city I live in now once had two Catholic churches, the one founded by Irish immigrants and the one founded by the French Canadian workers who came down to work in the mills. Since at the time all Masses were conducted in Latin, it wasn't just a language barrier that prompted them to form separate churches--I suspect the churches were a stabilizing social force and helped to create community, as well as a place where you could meet people who shared your cultural background.