Where is the Protestant religion practiced most?

The question presumes Protestantism is a single religion, which it's not. The label "Protestant" is, in my view, an awkward lumping together of any "christian" religion not classified as Orthodox or Catholic. There is so much diversity of religious beliefs in this broad category (from strict adherance to Biblical teachings to "anything goes") that it's really impossible to directly answer this question.

U.S England Holland

America and England

There are more Protestants that call themselves Lutherans than any other denominational name. However, not all that call themselves Lutheran agree with the Lutheran Confessions of the Book of Concord of 1580, which traditionally Lutherans have agreed upon as a correct exposition of Scripture. Perhaps it would be better to divide Lutheranism into two denominations, one that is "confessional Lutheran" and the other that is "nominally Lutheran." Some call themselves Lutheran deny the inerrancy of Scripture and some are actually part of the Jesus Seminar, which denies that Jesus is God. Lutherans traditionally have insisted that every component of the Doctrine of God, every teaching found in Scripture must be held in agreement as a prerequisite to fellowship. As a result, there are three main international communions of Lutherans. The most liberal is the Lutheran Word Federation (claims over 65 million adherants, but it is declining), lead by the Evangelical Lutheran Church in America, which allows members to deny the inerrancy of Scripture, that Jesus is God, and that Jesus rose from the dead. More conservative is the International Lutheran Conferance, lead by the Lutheran Church-Missouri Synod. More conservative is the Confessional Evangelical Lutheran Conference, lead by the Wisconsin Evangelical Lutherand Synod and the Evangelical Lutheran Synod. Churches in the ILC do not have to be in fellowship with each other, but churches in the CELC do. Churches in the ILC are generally in fellowship with each other. The Church of the Lutheran Confession refuses fellowship with anyone else, the Protes'tant Conference (they are protesting from the WELS) refuses to make official declarations of fellowship, but practices fellowship with other conservative Lutherans. The American Association of Lutheran Churches is also not in official fellowship with anyone else, but is in talks with the Missouri Synod. There are other small organizations of Lutherans, but I am unfamilar with them. Also, there are independant Lutheran churches, normally break-offs of the ELCA or LCMS.

If you consider Anglicanism Protestant, there are, according to the 2005 World Almanac and Book of Facts, 79,988,000 of them, more than the total number of Lutherans.

If you are only looking at America, there are more Baptists than any other Protestant, with over 16,247,736 of them in the Southern Baptist Convention alone. This is more than twice the total number of people that call themselves Lutheran in the United States.

The Bible Belt of the United States. Down South. The land of little change.