You can't change how they feel, if they really believe that. So if you come out, be prepared to face the fact that they may think you're sinning. However, this may not mean that they'll ever stop loving you. My parents religiously believe that homosexuality is wrong, but we still have a loving relationship (though we argue about my sexuality when it comes up). After several arguments, I've accepted the fact that they probably will never change their views and I'm okay with that, because I know they still love me and they just can't see past their prejudices.
So you may have to deal with that when you come out.
Also, you never know, but sometimes, when people come out to their homophobic or anti-gay friends and family, their attitudes can do a complete 180! Sometimes they switch over immediately, other times, they react a bit negatively, but with some encouragement or on their own initiative, they learn more, open their minds, and become accepting people.
I'd say that if you're coming out, then you should first recognize that it's your life, not your parents'. That means that there may not be a way to make them happy (about this) if you choose to live out and proud as a homosexual. It's hard, but in the end, it's your life and they have to accept that. It;s unfair of them to force you intot he closet to make them happy, and it's unfair to yourself to force yoruself into the closet for them. It's your right and duty to live openly and happily, no matter what anyone else says.
Secondly, you should come out when you're ready. Coming out to your loved ones is a choice, and in my belief, one that's first and foremost about self-affirmation. Coming out is about stating what and who you are (as part of the larger whole that makes up who you are). It's also about trusting and loving your family and friends that you're willing to tell them the truth and open yourself up to them, despite what they may think.
If you do come out, a good idea is to also make sure that you have a support net if things ever go badly. This may be a close friend, a sympathetic and accepting relative, or even a local LGBT center or support group. Having someone to talk to about it can really help you come up with a confident way to tell your family. If you're concerned about telling soemone close to you, a support group seems like a good choice. That way, you're in a space where you know the people will accept you and will respect your privacy and possible need for secrecy, and a coming out group's main goal is to help you out on your journey to self-affirmation and confrimation of your sexuality. They deal with the tough issues of accepting one's self and things like telling family and friends who may not be supportive, as well as giving you access to options in the event that things turn out badly in a number of ways (emotionally, financially, etc.). They know how to help.
Finally, if you do come out, make sure you come prepared both physically and mentally. Mentally, you want to be prepared for some possible turns for the worse. You have to be mentally strong and also emotionally understanding to your parents, since you alone will understand why this bothers them (they're Christians, they fear for your soul, they're prejudiced, they love you, etc.). It's also up to you to be mature and resilient through it all. You can't control how they'll react, but you
can control how you react. You can make sure that if no one else is, you're the one who acts with compassion, understanding, rationality, and patience. Explain to them why you don't think they should be worried and why you don't think they should be against your sexuality. Explain calmly why if you were in their position, you wouldn't be upset or whatever it is they're feeling. Explain how this doesn't change anything about you and so on and so forth.
Being physically prepared comes in the form of having information and resources for them. Ask them if they have questions. You know they will, so be ready to give them answers (to your best ability). Be honest and up front. Let them know that they're not alone in this. Provide them with resources to places or programs that can help them through it or give them them more information about LGBTs. That way, you're giving them a means to seek out understanding and information about LGBTs and seek a means of reconciliation and peace. Having PFLAG materials, for instance, is a great thing. PFLAG (Parents, Friends, of Lesbians and Gays) is a foundation built with the sole pupose of educating and counseling parents, family, and friends of LGBT individuals. Here's a link:
http://www.pflag.org PFLAG has multiple local centers in every state, so just find the one enarest to you.
Despite everything, things still might not go well. My parents refuse to ever go to a PFLAGF meeting and learn more int he way of accepting homosexuality. but I know that by offering it, I did part of my part in offering them and us a solution for reconciliation. I've also engaged them in discussion, I've remained in control and mature (though not at the beginning). I made sure that I did all I could, and that's good enough for me.
But, on the other hand, things might go well, though it may not seem like it at first. My friend's dad was a former pastor and is now a psychologist dealing with issues in sexuality (I actually went to his practice for a long time to see another psychologist working there). When my friend first came out, both his mother and father had alot of trouble accepting it, and my friend was miserable. But he kept being proud of his sexuality and he didn't shy away from it when it came up. Evevntually, his parents went to PFLAG and ever since, they've been completely supportive. It took time, but now his father is the chair member of the PFLAG council and his mother is an active member, and they work hard to be an example of a model family for PFLAG, talking to new parents about their original fears and how they got to where they are now.
So I know this is long, but that's almost all I know as advice for coming out. I hope it helps. Good luck.
Never be afraid to post here for advice or just to tell us how your journey is going along. We're also a great place to seek counsel and support!