"If there's a hell...we're already pretty much going there, right?"
It took 5 seasons for Walter White to finally acknowledge that there's an afterlife, and it came as a shocking revelation when he told this to Jesse in "Say my name."
It's not so much shocking that Walt is going to hell. For us God-loving and God-fearing mortals, that conclusion was already set. What is surprising is that Walt seems to have no problem with it. He recognizes that his actions have consequences, and yet instead of the desire to repent and do good, he figures, eh, why not continue with my evil ways? I've got one foot in the door and I might as well kick it in with the other.
This is something that Tony Soprano could never even come to grips with, maintaining his Catholic faith claims until the day he was shot. He insisted this was a business and nothing more (interestingly enough, the apt comparison here would be Christopher, who once remarked to Adrianna, "That's the guy, Tony Soprano: the man I'm going to hell for.")
If damnation doesn't scare Walter, then what in this world would? The problem is that Walter is not just jeopardizing his own salvation, but the salvation of those around him, especially Jesse, who has been trying to get out of the bad guys business for quite some time now. Unlike Walter, he has a conscience and doesn't like what he did to Gale. The interesting thing is that Walter has suffered no personal loss in all of this. No one he has cared about has died (Hank was injured, but now he's doing great). Jesse, on the other hand, woke up to his dead girlfriend. Brock was hospitalized. One of his buddies was killed on the street.
The whole show and evolution of Walter is going exactly as Vince Gilligan wants it to, with the audience slowly turning on him and questioning everything he does and says. In the first couple seasons, it was possible to sympathize with him, since he was a high school chemistry teacher dying of lung cancer and realizing he couldn't support his family if he was dead; he just didn't have the money.
Now, however, he is a walking contradiction. He was doing this for his family; now it's for the empire. He was doing it for the money; now it's ego. Unlike most protagonists on a show, Walter is not trying to make his life better; he is trying to make his life matter. But not matter to the people who love him. No, Walter wants to be remembered as being great at something. Anything.
I am pretty sure God doesn't want to send anyone to hell. He would love it if everyone who ever lived would join him in heaven. But we have to remember that while God is good, he also just. He gives people what they have earned, what the great gift of free will has allowed them to choose.
I have no idea if Walter White is going to hell.
But I do know that he doesn't seem too keen on making sure he doesn't.