Some people think it is important, some don’t. Gallup survey maps the US as to how people answered the question.
The least religious states are in New England and the west: VT, NH, ME, MA, AK, WA, OR, RI, NV, CT.
Most religious? MS, AL, SC, TN, LA, AR, GA, NC, OK, KY, TX.
Map looks an awful lot like the red/blue political map.
Update: Shawn Brace posted some theories back in November about why New England might be so secular.