I can only speak from my own personal experience having lived in a suburb just north of Atlanta my entire life. I have NEVER seen anyone be picked on for being from the North. The only thing I've ever seen is good-natured joking about silly things like how wrong it is to prefer Pepsi over Coke.

Seriously though, I can't imagine that you would have a problem. After all, the South is known for its hospitality. I will admit that my experience is based on living in a major metropolitan area, but I don't think you'd be likely to encounter any discrimination around here.
As far as the religious issue goes, Protestant churches are certainly more prevalant around here. However, there is a HUGE Catholic church not far from my own church, and tons of people attend there. I've never heard anyone be bashed for being Catholic vs. Protestant.
The South is made up of many transplants these days, so you would not be the only non-local, that's for sure! Maybe it's our milder winters that makes the South so appealing. Of course, Chick-fil-A and sweet tea might have something to do with it too!
If I'm being totally honest, I think that some folks (not most, but a handful) move to the South and are very bitter at having left the North. Those folks sometimes say stuff that is very insulting--constantly complaining about how different everything is down here. To me that's just bad manners, just as it would be for me to talk poorly about where they live.