Spoilers for Supernatural. Assumes all episodes up to Houses of the Holy are up for grabs under here.
What we learned.
Okay. So in this episode we learned that Sam prays every day, that he has for a long time and that Dean didn't know this.
We also learned that Dean considers himself an Atheist at the beginning of the ep. We learned that Mary was the religious one in the family and the last thing she ever said to Dean, the last thing she said to him every night, was "Angels are watching over us." He believes "there's no higher power, there's no God. There's just chaos and violence and random unpredictable evil that comes out of nowhere and rips you to shreds."
Atheism, non-religions and God.
Here's the thing that gets me. Dean? Is an angry little boy. He's very pissed at something out there. I think he likes to consider himself an Atheist but I don't think he really is. The problem is that there isn't a term for someone who believes in some form of higher power but doesn't like them. Satanic is the closest thing I can think of but it's really not the same thing at all, not even close. My brother actually started a cult specifically based on this but it's nowhere near legal and a completely different story.
The way the Dean sounds throughout pretty much this entire episode suggests that it's not that Dean doesn't believe there's anything out there but rather that whatever's out there is an asshole. There was a scene in this week's House (0312 - One Day, One Room) where House argued with a lady about religion and said something along the lines of "Either God doesn't exist or he hates you." Which is a perfect bit of Dean right there. He tells himself he doesn't believe because it's either believe in nothing or believe God exists and he just doesn't give a fuck about him or his family.
Dean has not had much good in his life, his mother died when he was a kid, he's seen all forms of evil over and over again, demons and monsters and people acting out the evil inside of them. He has not seen angels or anything of pure good the way they so often see things or pure evil.
Dean wants to believe. He really does, but if he believes, then that means (in his mind at least) that God lets bad things happen to good people. And Dean's not the kind of guy who can handle that. Dean believes that bad things happen to good people because they just do. Because if there was a God that let bad things happen then he must not really be all that "good."
Sam believes his fate, his destiny, is already laid out before him. I think he's grasping at his own straws but deep down inside he thinks there's nothing he can do and hat he's going to go evil.
Dean believes that you make your own fate. Destiny is a load of shit and you are what you want to be. He's not afraid that Sam's gonna go evil because it's "fated;" he's afraid that Sam's gonna go evil because Sam's just gonna give up trying to be good one day.
Sam fights evil because he thinks it will boost his karma points and help him "fight his destiny." Sam wants to go to Heaven (Or wherever he believes) when he dies and he thinks that saving people will get him good marks. The more people he saves the more of a chance he has at not turning evil. He wants redemption, though he's done nothing to need it.
Dean fights evil because it saves people. Because every body they salt and burn is another dozen people that spirit wont kill. Because every demon they exorcise is another family that stays alive. He doesn't seem to have an opinion one way or another as to what will happen to him when he dies.
Sam fights evil for his Eternal Soul, Dean fights evil for other people's lives.
What about afterlife?
Dean's a pretty open guy as far as we've seen. He trusts his gut and isn't easily fooled. He's stated several times that he believes what he can touch and see. Now the average person who says that has the opinion that when people die that's it. Dean knows that's not it, he knows there's something more because he deals with things that have died and are still around on a daily basis. This makes Dean's faith and beliefs a little more hard to pin down. In 0201 - In My Time Of Dying there is an exchange between Dean and the reaper. The reaper is trying to convince Dean to give in to death and move along and the following conversation takes place:
Tessa!Reaper: It's time to put the pain behind you.
Spirit!Dean: And go where?
Tessa!Reaper: Sorry. I can't give away the big punchline. Moment of truth. No changing your mind later. So what's it going to be?
This, to me at least, makes it clear that Dean has no clue what happens next. Whether he goes to Heaven, Hell, The Elysian Fields, Hades, Purgatory, gets reincarnated, or what. We know that he's pretty well-read on religion (He knew what Nazareth was back in 0104 - Phantom Traveler and he made a joke about 72 virgins in 0201 - I My Time Of Dying) so he probably knows that there are a lot of options and a lot of things that could happen to him at this point. Given, his father was still alive then and had not given his life for his son or made any kind of deal with any demon at this point, so his views may have changed a bit since then but I don't really see Dean discounting a possibility just because he's pissed off.
From all the things we know about Sam in canon it's easy to gather why he might be a praying man. It isn't unreasonable to think that he might have even started before he left for Stanford. I personally can very easily see a young Sammy praying alone in a motel room that his brother and father will come home alive.
The entire episode Sam is desperately looking for a sign, he needs it to be an angel sending these people out on a mission. He needs reassurance that he's right and there's more than just evil out there. He needs to know redemption is possible for him, that The Demon isn't the only one out there with a plan for him.
Dean spends the entire episode desperately trying to prove that he's the one who is right; that there is no angel giving missions and no God passing down orders.
Sam asks for a sign and expects it to come in the form of an angel sending people out on missions of Holy Murder.
Sam's sign comes in the form of Dean questioning his beliefs (Or lack thereof).
Dean witnesses the would-be date rapist evade death-by-Sam only to die in a freak Final Destination car accident with a pipe through his chest. This makes him question his thoughts, makes him think that maybe there is something out there with a plan, something besides The Demon. I point this out because Almost!Date Raper's death didn't have to be taken as a sign God wanted him dead. It could have very easily been taken as a sign that when you're time is up it's up. One way or another. Nothing you guys can say will convince me Dean doesn't know what Final Destination is. I think that fact that Dean saw that and is now having thoughts about seeing "God's Will" rather than believe that Death just wanted him dead proves that Dean wants to believe.
I had a whole paragraph right here over Sam killing an innocent because an angel told him to but snipped it because apparently some people think that Sam really wasn't going to kill him.
What do you think I am, stupid? Yeah, cause I'm gonna try and talk about something I know nothing about.
DNA and Fingerprints (Re: Shifters)
Sam and Dean's "Big Plan" not to be caught
Sam and Dean and their lack of stealthy-smoothness (I actually kinda like that they didn't use gloves; it's consistent for them. And now it's like "What's the point?")
FBI versus local police
Winchesters from the outsider's perspective