Going along with the Madoka-Christ parallels (unconditionally compassionate, takes on the despair of everyone else and in doing so transcends to a higher plane, becomes a concept instead of a person that is always present beside people), I started thinking of other parallels. Mami-John the Baptist seemed an easy one: one who prepares the way for the Madoka-Christ and anoints her/him in terms of goodness, and who dies early on by decapitation.
Homura's a little tricky in that she carries on the "gospel of Madoka" as Peter does, but overall I think she's more of a sympathetic Judas figure (the Gospel of Judas was translated in 2006, and expresses basically Judas as the disciple closest to Jesus, who is crucial in his apotheosis) -- Homura doesn't want Madoka to gain her power, but her trying to prevent it is what enables Madoka to ascend. This -roughly- follows from Judas trying to stop Jesus's influence and inadvertently fulfilling it (or willingly and intimately, in the Gospel of Judas). Homura-Judas is also perceived as an outcast or misfit by the other magical girls-apostles, and in the GoJ has to hide his true reasons for acting.
Sayaka could be a kind of Peter figure -- reckless, charges headfirst into stuff without thinking, and denies the Madoka-Christ at one point (the scene in the busstop, and is immediately overcome with grief). Buuuut that's just embryonic at this point.
Kyubei-Lucifer seems an easy comparison, since it's his final successful temptation/"defeat" of Madoka-Christ that causes her/him to attain the power s/he does. And Kyubei offering a wish is similar to what Lucifer did after the 40 days in the desert in saying "all this could be yours if you only fall down and worship me." And drawing energy from despair seems a pretty Lucifarian thing, though it's subverted here in that it's being used ultimately for a good thing. And Kyubei is of a higher or "superior" race to humans, as well.

Very rough interpretation and with some flaws (where Sakura comes in; Homura and Sayaka's roles could be arguably switched, since there's characteristics of both there -- Homura spreading the message, Sayaka dying early), but it's what I've been pondering.

All that aside, very well-done series, fantastic music and animation, and as I was saying to Boyd, it's nice seeing the final maturation of some of the writing Urobuchi did for Fate/Zero. :3