Those are the types of people I just tend to not befriend at all.I don't mind religious people, when they keep it to themselves. When it becomes an open discussion, 'I'm right, you're wrong' thing I get annoyed.
The only thing I can think of to say to this guy that's 'polite', is to tell him that he may be religious, but because you aren't you would prefer it to not come up in conversation.
Let him know that it bothers you, but be polite about it.
Unfortunately there are people in this world who don't know how to take hints, so that could be a possible downfall to your attempts or even a friendship.
Personally though, I wouldn't befriend someone like that and I wouldn't take what they say to heart. I would try my best to ignore it, but I have a very short fuse when it comes to religion/religious conversation.
He does sound quite annoying by how you've described him, and I'm sorry you have to put up with that kind of thing.