I'm a muslim, and believe it or not, I couldn't be happier with any other girl than my catholic girlfriend. my ex was a muslim but I've never seen a great benefit to that, it put only limitations on the way we communicate because we didn't have the same views on everything, a modern muslim is VERY different from a conservative/closed-minded/extremest muslim.
my current girlfriend always encourages me to pray, attend religious events and prayers and celebrations, and even more she would join me and my family in these sometimes... because she knows the spiritual side is very important in a longterm relationship, and we both know it's best way to eliminate stress, discharge emotional pressure and enlighten up the mood, all of that leads to a better relationship. we believe in the same god, we ask for the same god, so what's the problem!
what is advised here is just to make sure you are on the right lane, make sure no complications are going to happen in the future and most importantly make sure she/he is the dependent type and won't give a damn about their family or community approval. know all these things and ask all the questions you need to ask before you start anything emotional with them.