Being an expert on the subject, and claiming my identity as nothing but my own, I feel compelled to clear up misconceptions in this thread relating to U2's Christianity.
U2 are NOT a Christian band (I'm a grammar Nazi and yet I alternate between are/is - go figure). The most fascinating aspect of U2 is that they are strong and solid friends, close-knit and inseparable, and yet the band is a group of individuals. Adam Clayton, the bassist, does not claim any religion, though I would be willing to bet he believes in a deity of some description (after all, he says October is his favourite album and it's said by many to be U2's most spiritual, though I believe Pop is).
Bono, The Edge, and Larry Mullen Junior are all Christians. They have all publicly stated their faith, though like everyone, they've gone through their trials and tribulations. I'm not familiar with Bono ever saying other religions are fully correct or that there are other legitimate ways to God, though I am familiar with him saying other faiths contain some truth and that he is interested by them. I also have DVD footage from multiple eras (1981 through to 2004) where he openly professes his Christian faith, and his lyrics speak for themselves. All the way from the early days (Gloria) through U2's career (40, I Still Haven't Found What I'm Looking For, my own One Tree Hill, Mysterious Ways, The Wanderer, Wake Up Dead Man) to their latest work (Beautiful Day), his lyrics reveal his faith. I'm sure we'll see some more inspired stuff on the new album, due for release on 22/23 November. After all, I often see U2 credited as modern-day prophets and psalmists. If you don't believe the prophet part, go play Please and then get back to me.
The Edge is more interesting. He nearly left the band before the War album was recorded after having trouble reconciling his Christian faith with being in a rock band. He was probably the most religious then, though Adam felt a tad rejected from the group at times in the early days, because in the tour bus, the other three would sit up the back singing hymns and the like. Since then, I think Edge's faith has become more internal, though he still believes. During Elevation Tour concerts, Bono would introduce Edge as a "Zen Presbyterian who thinks Catholicism is just too much glam rock."
Now onto the drummer, Larry ... all I know is he is a Christian. Larry fiercely guards his privacy, and when I say fiercely, I mean FIERCELY. We don't even know the name of his youngest child.
So to conclude, U2 are not a Christian band, though the Christian faith of the majority of the members shines through in their work. I wouldn't say they are Christian or secular. They are U2, and that's all there is to it.
"We don't make old music or new music, we make U2 music." - Bono, 30 May 1983