Actually there is a lot of experimental research being done on honesty and other aspects of social behaviour. I read about such experiments done in Vienna; one of the results was that those testees who anonymously stated that they were church members behaved slightly more honestly in the test than the others, on average.

As I wrote before, the relation between ethics and religion is much more complex than Pete and others may think. Another misconception, suggested by the thread title, is that religion is about distinct religions that come from "founders". A question "Language, which is the best one?" would be similarly unreasonable.