A typical preschool usually they're main focus is learning to share,interract with other's, follow classroom rules and they throw learning letter's, color's and number's in the mix and how to write their name etc... They're not that academic focused.
A Montessori is extremely academic focused and usually the kids are a grade or two ahead when they attend a montessori which some go preK-highschool. They do all the other stuff a normal preschool does to but more focus is on learning and less on playing. My neighbor's 4 year old attends one and is reading. When my daughter went to a Montessori the kids were like 5 years old and doing multiplication. It's amazing. Now watchout anyone in MN can call themselves a Montessori and just be a rink a dink daycare or whatnot make sure they are accredited or have the proper certificates or whatever they need to have a true Montessori.
A religous preschool is just like a regular preschool but some add religion into the mix, pray before snack etc.
It's all about what you want for your child. I personally prefer Montessori over Regular Preschool. I've done both with my daughter and just felt we didn't get enough out of her regular preschool which is run through our local school district. I also ran into this problem where the mom's in preschool were all friends ahead of time and so they're kids were and they weren't looking for new friends so my daughter wasn't included in "their little clique" They would all carpool, go out for lunch afterwards etc. I'd rather go somewhere were noone knows anyone and everyone is open to meeting a new friend. That's how school is when they're older anyways.
Most preschool's fill up in the spring for the following fall. So you might run into that.
I also have heard wonderful things about Frazer but have never actually been there myself. I had a friend who's little boy went there.