I must admit I'm not all that consistent on capitalizing religious terms, but I've got a few basic guidelines.
"Jesus" - Always capitalized. Whether he existesd or not, and whatever he was or did, he is presented as a person, and hence his name warrants a capital letter, as the name of any person would in any text, fictional or non-fictional.
"God" - Much more complex, and whether I capitalise this varies depending on context. In general I will always capitalise the word if I am referring to a specific being (e.g. the christian God) for the same reasons as I gave above for Jesus. In more hypothetical debates of divine beings in general I tend not to capitalise it, particuarly if the being under discussion fails the basic qualities I feel necessary for a god. I also never capitalise the plural "gods", partly for the reason above, but also as a leftover of Christianity.
"Christian" - Again, as with all references to groups of religious people I capitalise this most of the time. I'm not entirely sure why though. The name of an organisation (e.g. "Christianity") should be capitalised, but under conventional grammar the generic term for its members isn't usually. Nationalities are an exception to that. I capitalise this out of habit, but I can see basic grammatical arguments for not doing this. While some may avoid capitalising this in a deliberate attempt to offend, I don't see this as inherently offensive.
"Bible" - Whatever your religious opinions, it's a book title. It should have a capital letter like all other book titles.
So there you go. "Jesus" and "Bible" should always be capitalised, as should "God" in specific refence to the Christian deity. These are basic grammatical conventions, and not capitalising them is a deliberate attempt to offend. In more generic terms though "god" should not be capitalised. "Christian" I have mixed views on. It is ambiguous whether it should be capitalised under grammatical rules, so not doing so may not be a deliberate attempt to offend, or indeed inappropriate.