Is it Catholic? They've got those stained-glass windows with the saints on them. But Reverend Lovejoy is married and Catholic clergy are forbidden from marriage.
Baptist? Ned Flanders goes there. He is portrayed as a Fundamentalist Evangelical, possibly Baptist, but in "Home Sweet Home-Didilly-Dum-Doodily", he seems to endorse infant baptism. Baptists usually oppose infant baptism.
So I guess it's one of those inter-denominational churches.
Cheers, BD