Well, on the subject of making Superman gay (I'm...still not sure how this thread arrived at this discussion), that would, on a more practical level, impede some fairly important stuff in his mythos, like Lois Lane.
As for 'atheist', writers have always avoided ascribing religion to him like the plague lest it diminish his universality; if it's ever brought up, it's usually stated that he's big on Rao, the Kryptonians' god.
On the earlier discussion of Nick Fury, most comics appearances of his that I've seen have been of the old-model Nick. Apart from The Ultimates
(and its DTV adaptations) (and also the films, where they jumped at the chance to get Samuel L. Jackson), he made a one-shot appearance in Wolverine and the X-Men
where he was sort of a cross between the two (black, but with 616 Nick's hairstyle, etc). Given the choice between different versions of the character (choices all adaptations have to make with characters who have a lot of iterations), there's a certain preference for putting in a prominent person of colour (see also the current Spectacular Spider-Man
, where they've changed up a few characters' race, probably most notably Liz).