What are Penn Jillette's politics? He discusses this topic at Vanity Fair:

You can't believe how pro gay and pro freedom of speech I am. I'm way out beyond anyone on the Left. And as for fiscal conservatism and small government, I'm so much further to the right than Glenn Beck. Nobody is further left and further right than me. As I'm fond of saying, if you want to find utopia, take a sharp right on money and a sharp left on sex and it's straight ahead.

I do believe that a belief in god is crazy, but that doesn't mean that the people who believe in it are crazy. Those are two different things. Ideas can be stupid and crazy and the people who hold those ideas are not necessarily stupid and crazy . . . I'm sure they're not lying. Their belief may be genuine. But it's like arguing that fairies are coming out of my toaster in the middle of the night. You can't prove to me that there aren't fairies in my toaster, but that doesn't mean you should take me seriously. What I have a problem with is not so much religion or god, but faith. When you say you believe something in your heart and therefore you can act on it, you have completely justified the 9/11 bombers. You have justified Charlie Manson. If it's true for you, why isn't it true for them? Why are you different? If you say "I believe there's an all-powerful force of love in the universe that connects us all, and I have no evidence of that but I believe it in my heart," then it's perfectly okay to believe in your heart that Sharon Tate deserves to die. It's perfectly okay to believe in your heart that you need to fly planes into buildings for Allah.