Christ the King is the largest and has a school. It is located in the Old Town. http://www.ctk-daphne.org/
A smaller church also on Main Street is Shrine of the Holy Cross. (http://parishesonline.com/scripts/HostedSites/Org.asp?ID=12503) The Knights of Columbus hall is next door.
Please let me know if I can help you in any other way.