Lyrics in her songs (especially "Bulletproof Belief") point to her skepticism.
In addition, Darling addressed the topic on her bulletin board (posted March 5, 1999):
"I get alot of questions about my beliefs in religion and spirituality because I write about religion and its effect on people's lives, but I'm not a religious person at all. I don't believe in God, but I am curious and open to the reasons behind why so many people do believe in religion. I believe that we, as humans, have control over our destiny and fate."
The bulletin board (and lyrics, sound clips, images, etc.) can be found at her offical website http://www.juliadarling.com.