Catholicism is the traditional vehicle for this sort of thing since it has a broader mythology than Protestantism. That's where you'll get all your good saints and hierarchy of angels stuff. You can do Protestantism too, it's just way simpler and most of it nixes the hierarchy of heaven. There is always the other branches, but that'd take deeper research for a modern westerner, whereas using Catholicism or Protestantism gives you a bit of a boost since western culture is so built upon those religions that you'll find a lot of it familiar. 

It might not be a bad idea to get a hold of a bible. Even read the mutha if you have time, though I can tell you from experience that reading the bible front to back as a non-believer can get a bit dull. If you are not getting that serious though, just having one handy wouldn't be a bad idea.

Also check out all the little books that fell between the cracks. Things that Jews, Gnostics, or the Ethiopians have adopted, because that's where a lot of the back-story you see in stuff like Supernatural comes from. 

If you want to check out some lighter reading that can help you with the subject matter, check out Dante's Inferno and Paradise Lost. These are not as old and stilted as the religious texts themselves, and they play an important role in shaping how we perceive the larger Christian mythology. Dante's Inferno creates a specific map of the after-life that people have been reusing since it came out, and Paradise Lost basically game us the modern perspective on Lucifer that has been replayed in fiction ever since.