Several artists recognize that they often fail to do what God wants us to do and they ask God for mercy in their music. Although these artists may not be like Stryper (http://www.stryper.com/) worshiping God on every song and giving out Bibles in every concert, they do ask for God's help and mercy while holding on to their bad-boy persona.
Right after rock & roll, I like country music, from which rockabilly and then rock & roll came to be. As with rock & roll, with little to no doubt, country music has been very religious since the American South is still Christian country.
Nonetheless these are two forms of having one's faith in one's art and/or feelings. At least on a personal level, I prefer being the sinner constantly asking for God's help and mercy.
Needless to say, most rock & roll and country music alike also deal with humanity, pains, joy, love, sex, heartbreak, drinking, drugs, plenty of sinful acts and many not so-godly topics. Nonetheless within the sin and depravity, many artists do have and have shown deep religious beliefs and/or have God in their lives.
What bothers me is that nowadays expressing one's faith is not politically/socially correct. What happened to the nation founded under deep Christian beliefs where a one can't openly mention God without hurting someone else? Is this really the end of this great Christian nation (http://project05952381.blogspot.com/2010/04/end-of-this-great-christian-nation.html; http://project05952381.blogspot.com/2010/04/end-of-this-great-christian-nation-pt-2.html) where one could share one's religious beliefs in one's art -- especially music?