Most words used to describe the lack of religion of people have negative connotations, for example:
infidel, nonbeliever, disbeliever, unbeliever, skeptic, doubter, atheist, agnostic, heathen, heretic, nihilist, goy (Judaism), kaffir (Islam)
Many of these can also be applied to followers of other religions in addition to atheists.
Other words are at best neutral, for example:
Are there any words with positive connotations that can be used to describe non-religious people?
For example, for religious people, we have:
holy, godly, pious, saintly, venerable, faithful