As far as we know at this time, Sotomayor attends church for family events. You are quite right that if confirmed, she would be the sixth Roman Catholic on the Supreme Court. If confirmed, she also will be the 12th Roman Catholic in history to serve on the court.
The court's current five Catholics are all on the conservative wing: John Roberts, Antonin Scalia, Anthony M. Kennedy, Clarence Thomas and Samuel Alito. Kennedy, however, is often a swing vote. Sotomayor is more liberal than those five and would join that wing of the court, which includes John Paul Stevens (Protestant), the retiring David Souter (Episcopalian), Ruth Bader Ginsburg and Stephen Breyer (both Jewish).
A little bit of history: President Andrew Jackson appointed the first Catholic to the Supreme Court: Roger Taney in 1835. Political scientist Barbara Perry of Sweet Briar College is working on a book about the Catholic justices.