I saw it, I thought it was very good.
If you are interested in something on the topic and don't mind if it is a documentary rather than docu-comedy, I would recommend the "Root Of All Evil?" 2 part documentary featuring Richard Dawkins. Another one that is decent is a movie called "The God Who Wasn't there". The only problem with that is that there is a small part that touches on the Jesus/astrology connection. Which there is just no evidence to support. But 90% of it is great.
reading the bible and the quran could be interesting. I have only read the odd verse from the quran, but I have read the bible all the way through. Some parts of the bible I have studied in detail.
If you are interested in the new testament, and the origins of Jesus and Christianity, I would recommend a book called "Jesus Interrupted". It is by a former evangelical who became sort of agnostic after in depth bible study and is an expert on the topic. The only problem with the book, is he takes a "If it's not obviously impossible it must be true" kind of approach. He does the Usual comparison of Mathew and Luke, where you can see from the parts that are nearly identical, but different from Mark, that they had another source, a missing gospel. That part is fine, I totally agree. However he then goes on to assume the parts where they differ are from other sources proving more witnesses of the existence of Jesus. That is total crap since they could have made it up, or gotten it from their version of the oral tradition. So his conclusion on a historical Jesus is nonsense, but his knowledge of the bible is incredible. You will probably come to the same conclusion I did though. That is that Jesus was either based on an amalgamation of typical Jewish apocalyptic preachers of the time, or based on one particular Jewish apocalyptic preacher who is completely unremarkable and no different from any other. Either way it was then carried on by oral tradition for at least 30 years if not longer before being written down.
Here is a link to the Skeptics Annotated Bible. It features not just the bible, but the quran and book of mormon as well. There are even links to get all verses of a particular type for any book you are in.