No "Atheist" is probably the most commonly known term for someone without a religion; however, the word refers to someone who specifically does not believe in a god or a higher power, so while nearly all atheists have no religion, not all people without a religion are atheists.
"Agnostic" refers to someone who believes it is impossible to know whether or not there is a god, and although its strict definition can apply to a religious individual, it is most commonly used to refer to someone with no religion.