I sorta know what you mean. Most, if not all of my friends are religious, and some are super-religious. A chick who liked me kept dragging me to church with her, and it was really awkward, because for one, I was the only white dude there, and everyone else spoke Spanish, and two, I was the only atheist there, and everyone else was all god-lovin' and whatnot. So sometimes, yeah, it can be a bit weird, but most have accepted that I'll never buy into the religious brainwashing, and the rest I can defeat with a few quick statements.
I'd like to say that I think there should be a place where atheists could meet and have fun, but a lot of (horribly ignorant) people seem to think we're a cult or religion of some kind.
As for dealing with it, I deal with it the same way I deal with everything: I am emotionally numb, so nothing really bothers me anymore. Too much trauma as a kid, I guess. I'd suggest just finding people with like interests, maybe at school. Or accepting that you just won't have church in common with friends/family.