So if you are one of those people like me that thinks on principle rather than what might be the smartest thing to do for your own benefit, what would you do in this situation?
Since so much of Western Civilization past a certain time has been, and still is being, heavily influenced by Christianity, I'd tend to let it slide. (Though it would be interesting to see if he treats Muslim theology the same way when you get to that period in time.)
You said it was a college class and not a religious school, but I don't see if you said it was a public or a private college? If it's a public school (and you're in America) there could be church and state issues if he's doing actual preaching. (Which is where everyone's recommendation to tape the lectures will come in handy.) But if it's a private school, I don't think there's much you can do beyond talking to him about your discomfort, and if he disregards your concerns lodging a complaint with the dean and dropping the class.
To be honest, I have a hard time with this one. My first reaction on reading the post was you might be being a bit over-sensitive. This doesn't reflect on you, but was caused by the fact that I have encountered so many pagans who would consider any mention of Christianity to be "preaching." Since the influence of Christianity is a vital part of the history of Western Civilization for the last 2000 years, that would be a serious over reaction in this particular class. Again, not saying this is what happened, especially if he was unaware that some of his historical sources are questionable! (Pretty scary for a history professor.) But I felt the need to mention it. Maybe something worth keeping in mind.