One of the things Keillor handled so well in his story telling was the mostly insignificant but somehow important differences between Lutherans, Catholics, and the other denominations and religions. I grew up in a very small town in Ontario and it often felt like he had borrowed characters from my past (and then softened them and made them more likable).
I greatly enjoy(ed) PHC and some of his commentary about the different Christian denominations. I should say though that the one thing that was annoying was that he likes to often poke fun at Unitarians in a not so 'laughing with us' way. Counting myself as a Unitarian, I did find the bit in his last show in which he joked about the word changes for 'Marching to Zion' for Unitarians to be spot on though.