Should I break up with him?

So far as I can tell, just by your tone, you want to break up with Steve and just don't want to hurt him. There's no doubt he's probably a nice guy, but just because he's a nice guy doesn't mean he's the right guy for you. It sounds like you're looking for a more fun, exciting, and physical relationship, and I don't blame you. I don't think I could handle the intense Christian thing. So you should break up with Steve before things get too serious and live life the way you want to, and perhaps see what happens with Bill! Or just be open to any relationship. Single status has a lot of possibilities, go have fun :)