UK

I really don't know the stands of the protestants on sex, here you don't hear much about them, since here in Serbia the major three religions are Orthodox, Catholic and Muslim.
Catholics seem like they are the most religious christians, but I really don't know about protestants. I only know that Orthodox believers (majority here) aren't that much religious (expect for some extremists, but there really aren't many of them).

BTW, I haven't been baptized, neither were my parents, and here you don't pay church taxes. I am pretty much against any major religion because anyone's belief cannot (should not) be understood (accepted) by other people - noone is right, noone is wrong, it's a personal belief. If one chooses to be a part of any major religion, and actually believes in what they offer, one denies his own beliefs.

Oh, and, just come up with one more reason why people aren't so religious here - Communism. It forbids (ok, not forbids, but pretty close to it) religion, and that is the reason people in countries that have been under communist regimes are much more open-minded to sex.
Well, except China, obviously because they already have a population problem.