The battle between Sun Ce and Yuan Shu was actually not much of a battle, though it was a huge gain for Sun Ce - he tricked Liu Xun (Yuan Shu was actually dead at the time) into invading a neighboring commandery held by tribal warriors, and while Liu Xun marched out, Sun Ce took the city without any notable bloodshed. Sun Ben and Sun Fu, Sun Ce's cousins, led the front guard. It's debatable who came up with the strategy to trick Liu Xun - Zhou Yu's biography doesn't make any mention of the plan used, while Sun Ce's does, which leads me to believe that Sun Ce came up with the plan itself.
Back to the Christianity question: many, if not most, divisions of Christianity believe that those who have no way of hearing the gospel but lead virtuous lives otherwise, then that would be sufficient to get into Heaven. Sun Ce was a Confucianist - which isn't a religion, nor is it necessarily exclusive with any of the three Judaism/Islam/Christianity religions. He was not a Taoist, either (though that bit about him killing Yu/Gan Ji is most likely false, since Gan Ji would have had to have been 250 years old just to meet Sun Ce).
Now, some info that may make you like Sun Ce and Zhou Yu a little less, since you (like me) appreciate their relationship with the two Qiaos: Sun Ce had concubines, and it's likely Zhou Yu did as well. However, that being said, the Qiaos were their actual wives. And it's not unusual for men to have concubines during that time - Sun Jian had them. Cao Cao had twelve wives. Sun Quan had seven. Liu Bei had two (not including Lady Sun). Lady Qiao was the mother of Sun Ce's only son, while his daughters were to concubines (estimates for his first daughter's birth, judging from the little information that we have about her wedding to Lu Xun, say around 188 - making Sun Ce probably the youngest daddy in the Three Kingdoms).
As for battles, it all depended on the setting. At a battle like Chi Bi, which didn't occur in the vacinity of any particular large city, the armies set up camps with tents and makeshift barricades. At a siege battle, such as most of the ones that Sun Ce commanded, the attacking army would set up a camp. The defenders, for the most part, would reside in their city or fort, and often would be defending outposts at important locations, such as at bridge crossings or supply depots.
As for Zhou Yu's helmet in the ROTK games, there's no real name for it. It's just a particular style of helmet (though in the pre-Koei days, Zhou Yu was usually depicted with the same peacock-tails that Lü Bu's more well-known for).
Also, the date of wedding between the Qiaos and Sun Ce and Zhou Yu is in dispute. 199 is the latest it could have been; 197 is the earliest. I've come to believe that it was in 197 in recent days, since Zhou Yu mentions to Sun Ce that they should marry the Qiaos before they even start conquering things together, and it seems unlikely that they would go through the trouble of conquering the Jiang Dong region and then wait two years before getting married to two legendary beauties.
"There are those who try to shape the world to their own whim,
and then there are those who allow the world to shape them.
It is in the balance that greatness is achieved."