Actually, that was a line from a Jeff Foxworthy sketch; I just used it to get your attention--because the question is really what do Protestants and Catholics think about (which, in the case that these folks are humans and often males, doesn't make the title line that far off).
Richard Mouw can help us here, I think: "Where evangelicals think soteriology, Catholics tend to think ecclesiology—and so we proceed to talk past each other." I think this is right; although it might be even better (and closer) to say this--where evangelicals think about salvation coming individuals which leads them to the church, Catholics tend to think about individuals coming to the church and through the church experience salvation.
If I am close here, then it is an interesting observation for several reasons. One is Benedict XVI's recent reaffirmation of the primacy of the Roman Catholic Church. In the press, it was widely reported as a blow to ecumenical dialogue; German Lutherans and Anglicans from various countries wondered aloud where it left both their churches and their ecumenical dialogues with Rome. And yet, read in the light of Mouw's observation, the stress on the primacy of Rome makes sense--after all, to be in union with Rome (the "one" holy catholic and apostolic church as measured by its lineage back to the apostles through ordination) is to be in the place of salvation as distributed through its sacraments. If the Pope is a true shepherd, then he should want all men and women to be united to the Catholic church because that is the place of salvation.
But this observation is even more important when thinking about various moves within evangelical Protestantism that "tend to think ecclesiology." One example would be the New Perspective on Paul and especially N. T. Wright's reading of justification as more about ecclesiology, than soteriology. Another example would be the heightened interest on the part of Gen X-ers in ecclesiology, especially "communion ecclesiology," the role of the sacraments, and the importance of liturgical action for forming believers. A third example would be the renewed interest in the 19th century "Mercersburg Theology" and especially John Williamson Nevin, who--if D. G. Hart is correct--made his most important contribution in stressing that the church as the mediator of grace.
Regardless of what one thinks about these various interests, I think Mouw's observation makes it far more understandable why, when confronted by Wright or stress on the efficacy of the sacraments, evangelicals say, "That feels/sounds 'Catholic.'" They aren't simply being closed-minded modernists or southern Presbyterians or revivialistic fundamentalists or whatever pejorative. Rather, they recognize that this is a different, more "Roman Catholic" way of thinking about the relationship between salvation and church, soteriology and ecclesiology: "where evangelicals think soteriology, Catholics tend to think ecclesiology."
What makes this all a bit tricky for Presbyterians is that, confessionally, we try to straddle the fence a bit. After all, our Confession tells us that "outside of which [i.e. the visible church] there is no ordinary possibility of salvation" (WCF 25:2). As a result, Presbyterians tend to want to think about salvation and church all together at the same time as much as possible. We have a higher view of the sacraments than most evangelicals; we stress the importance of the church's life for the saints' perseverance; and we focus on the communion of saints (and give a whole chapter to the theme in our confessional standards).
Yet the challenge comes from the fact that our default mode is more evangelical than "Catholic"; if the stress falls anywhere for most of us, it is on individual salvation and heart-religion--because if our people do not have a vital relationship with Jesus, then the church is not the body of Christ, but at the best a social club or a religiously-oriented branch of the United Way, and at the worst a "synagogue of Satan" (Revelation 2:9). Perhaps that is why our current dialogues have proved so challenging and made it so difficult to hear each other; exegeting charitably and sensitively not simply the Word and the present day culture, but also Presbyterians' default presuppositions has not been a strong suit.
In other words, asking the question, "What do men think about?" might actually help us in our quest to understand each other as well as other religionists across the Protestant-Catholic divide.