The European navel empires were mixed on this. As far as I know the ones that made it a religious thing were less tolerant. Believe it or not the British empire was fairly tolerant. Yeah I know it sounds crazy doesn't it. (This is not a defense of the British Empire before someone says otherwise) This holds true to the Ottoman Empire too. Despite being a theocracy for most of its existence they were fairly tolerant to other religions being practiced in their borders.
It is only as they fall apart so they tend to become more oppressive as they attempt to hold power.