I don't think that you have much to go on, It is their business. They own it and can play what ever music they please. Most people would be considerate enough to play something that was enjoyed by everyone, but such is life. I agree that saying something along the lines of the music making people uncomfortable is a good Idea, but have you tried being honest? Tell them that you do not share their particular belief system, and that the music makes you uncomfortable?
I have to ask why this is such a big deal? I understand that listening to music of any kind that you don't like cause you to go crazy, but is it really so serious that you have to quit and file legal action? If you have not told them that it makes you uncomfortable because of your different belief system, than I hardly think that you could chalk your current situation as a religiously hostile work environment. I think I would sit them down and spell it out for them, and try to reach some kind of agreement with all the facts on the table, including the fact that you will be forced to leave if they feel the need to continue the music, even after you have stated your concerns. I don't think that immediate brash action is going to solve your problem. IMHO.

Mindy
I agree that it is their business, and can play what they want. However if they had been playing this station when I first inquired about working there, I would have passed. It really isn't part of my intention to file any sort of action, I'm just trying to find a precedent to see if my thoughts are too far out of line.
I have not told them up front that I'm not a Christian. This is a small, small community - I am trying to avoid having people in my business. However, would everyone (Christian or no) be ok with being part of their silent ministry? I feel by virtue of my being there while they are playing this music with the intent that it be part of some ministry, I become part of it too. I don't want that. I actually don't see why I should need to discuss my religion with them, I have been clear that I am not comfortable with this music, asked for a compromise and was shot down.
But for an example of how another situation I was uncomfortable in was handled see part of my reply to Mandrina. I'll add that when I mentioned that situation, the owners laughed it off.