Even if your not religious, The Christ is worth seeing. First you have to buy a ticket to go up the mountain on a train (you can rent a taxi but don't, you will miss a lot of very beautiful scenery from the train). Anyways when you get off the train you still have to take a few escalators to finally get to the top. The Christ itself is magnificent and makes you feel extremely small but once your up there make sure to look around. You are up very high over looking the city so there are a lot of photographic opportunities.
Its a must see if your in Rio