In my experience, it depends on the subcultural group I'm with.
Most people know nothing about Buddhism, Taoism, or Neo-Paganism. I guess maybe they have some vague idea but really, most people are clueless.
In some intellectual circles, it's cool to be Buddhist. Most Christian circles I run in seem entirely confused by Buddhism. There is no ground to understand it, and they are almost without any knowledge of what it is whatsoever. I don't exactly know if it's cool, since I've never considered myself a Buddhist. I just find Buddhist teachings very useful.
I face utter incredulity if I present myself as Neo-Pagan. I don't know if it's cool outside of a few select circles. Maybe it is cool or maybe people just think Neo-Pagans are interesting but crazy. I've faced both outlooks when I say I am part of a Druid order. And in some Christian circles, they are positive I'm going to hell. So I don't think they view it as cool at all. LOL
Christianity- well, considering most Americans consider themselves Christian, that crowd seems to think it's very cool. But it depends on what kind of Christian. Doesn't seem to be cool to be Catholic or Anglican or Lutheran- all us stodgy traditional sorts. On the liberal end, New Thought is groovey. On the fundamentalist and mega-church end, nothing is cool or even OK (usually) but their own.
The Jews got a shot of the "cool" factor when Madonna got involved in the infamous Kabbalah Center, from which you can buy red string bracelets and bottled water that is somehow super special. I don't think it was the cool factor most Jews were looking for, if they ever cared.
Of course it is not at all cool to be Muslim in the States, and perhaps it is the worst in the boat because not only do people tend to know nothing about it (like Buddhism), they are often threatened by it even though they don't know what it is!
Ah, the fads of religion in the US, where everything is for sale and nothing sticks around long. You never know, though, what religion will emerge as the cool one next. There was recently an article in my university's newsletter about how it's cool to be Lutheran again. I find my Anglican priest to be a pretty hip guy and was wowed by a recent documentary I watched in which the Archbishop of Canterbury played a prominent role.
My overall experience is that my own combo seems a cool and exciting one to open-minded people, until they realize I'm a nerd who reads and writes too much and whose beliefs tend toward the "get to work" variety. I then cease to be interesting.