There is definately some validity to this statement, although exceptions to it exist as well.
Colonists who moved to the American colonies moved for one of three reasons; to escape religious persecution, better economic opportunitites, and getting out of jail.
Several early colonies were established for religious principals. The Massachsetts Bay colonies were created by Puritan seperatists who wanted to escape the persecution of the English church. Rhode Island and Connecticut were established to escape the persecution of the Puritans at Massachusetts Bay. Pennslyvania was established by William Penn as a place for Quakers to come while Maryland was a colony founded on principals of religious tolerance by a family of Catholics. You could confidently state that the majority of the colonies in the New England and Mid-Atlantic regions were established around religious freedom.
The south is the exception to this rule. Most of the southern colonies were established by people looking to make money off of farming and plantation agriculture. Very few were interested in religious tolerence one way or the other.