Anything that takes itself too seriously is open to mockery through comedy. And religion is the king of taking itself too seriously.

I think people should avoid mocking any religion, but that's like asking the sun to blow up within the next 10 minutes. In other words nope, none are above mockery but people should be respectful enough (to all religions) to not mock them.

Depends on the joke.

There have been jokes that have talked about the harm religious extremists have brought, and the problems that arise when people don't study their religion.

And then there have been jokes that are nothing other than "hurrrduurrr religious people are stupid and have ~*imaginary friends*~" and implied that all religious people have some sort of mental defect or impairment, which actually brings harm to those groups of people.

If you are strong enough in your faith, than why would it bother you? I've known people to mock Christianity & Catholicism. I am an iron-clad follower of Christ Jesus, and people poking fun at my beliefs do not really bother me. If my God disapproves, He'll have the final say at the End of Time.
I try to respect all beliefs, regardless.

No. I have no hatred for religion and I don't necessarily disbelieve in it, but I do find it funny when a comedian uses it in their act... it's kind of the point.