We do! While not the only factor when looking for a church in our new town a few years ago, the fact that our present church is just a few blocks down the street from our house was one of the deciding factors. (Not just for bicycling, since the oldest was still on a trike at that point. Knowing people in the community is important too.)
Now that the kids are 5 and 7, being able to bike there (or walk, or scooter, or roller-blade) is one of the few things about going to church that they look forward to!
Sometimes we pull the bikes into the back entryway, and sometimes we just leave them outside in a secluded alcove. People seem fine with it, even encouraging. (The same old story: they love seeing us do it, but it doesn't occur to them to try it themselves.) I've thought about offering to buy the church a bike rack, but then sometimes I don't think it's really needed. I guess it would be a good advertisement for others, though. Frankly there are a few other families that live close enough to ride, too, but every week, there they are in their minivan or truck.