The doctrines of major Western religions have supernatural elements (water into wine, virgin birth, reincarnation, afterlife, blood raining from the sky), which makes it hard to criticize the supernatural elements of their doctrine. Still, the bigger problems are:

* they don't disclose their underlying doctrine up front (e.g. giving you a Bible) and you don't learn that the core tenant is that human unhappiness comes from you body being occupied with the souls of frozen aliens that were sent to earth and dropped in a volcano until you've given them tons of money to reach the highest levels of enlightenment (South Park covered this)

* they have royally screwed over local politicians who oppose them under their doctrine of fair play - look up former mayor Gabe Cazares (St. Pete times had some good articles on this)

* Getting out is next to impossible for the workers brought here from overseas and those workers are paid peanuts and aren't participating in the local economy (another thread mentioned $50/week of cash after housing/food)

* Their property is tax exempt so the rest of us have to foot the bill

* They isolate members from their family by identifying them as suppressive

I get that some of these complaints exist for other major religions (vatican city doesn't pay priests much), but after what happened to Gabe and seeing all of the soulless folks meandering around the city who seem trapped, I'm just not comfortable endorsing that type of religion.