I would be in favor of anti-discrimination measures for relativley large groups for which it can be proven that the basis on which they are discriminated against is unfair or untrue.
Its seems plausible to me that both conditions are to a large extent met for most of the groups that are currently protected in this fashion for a certain value of antidiscrim_policy. However I have severe reservations with the current implementation of antidiscrimination policies.
Overall the exact border where "doing something" seems worth while is hard to quantify for me because I would need to compare it to the anti-discrimination measure proposed to see if it was cost effective. But my instinct tends to tell me that such a small inefficency as to be unfixable by market incentives is going to be hard to fix in a cost effective manner by goverment intervention.
Let's say you are interviewing a candidate for a job. In casual conversation, the candidate mentions that he is a member of a rather old and prestigious country club. You've never heard the name of the club before.
You look up the country club afterwards, and are surprised by what you read. The club refuses membership to homosexuals. It revokes the membership of couples who use birth control. Leadership positions are reserved to unmarried males.
The candidate is otherwise competent. Under what conditions would you hire him? Would you want a law passed banning hiring discrimination based on country club membership?
(The country club is analogous to a nicer version of the Catholic church. I left out a couple bad things.)
Religious discrimination is illegal in many parts of the world, and I think that's probably a good thing. Still, keeping this at the object level (no meta-rules or veils of ignorance) it seems to me that discriminating against religious people is fine. I'm curious what other people think.