Captured Missionaries

If near my cities, check what religion they spread and consider spreading it to a city.

If in enemy territory on DomV, consider using them to scout, even just a couple tiles before deleting, or to get in the way of enemy units.

If being lazy, I just delete. But, even when being lazy, be sure to check how many uses are left when you capture Prophets; if 4, you can consider planting them.
 
Captured missionaries have move four and can (for a few turns) move through AI territory without open borders. So they make decent enough scouts if the map is still fogged.

Partially used GPr are less useful, but at least do not suffer attrition when moving through territory without open borders. But mostly they are just too slow to bother with. I hate just deleting them though, so typically I burn them on CS that are following a rival religion.

Both units are good substitutes for worker-bait. The AI seems to make recapturing them a high priority. So assuming you are already at war, so use them to draw AI units into your field of fire.
 
This is one aspect of civ4 that I really miss. Religion had a much stronger impact on diplomatic relationships than it does in civ5. Different civs allowed this to influence their opinion more than others (Izzy will make you her sworn enemy until the end of the game but Roosevelt could care less), but overall differing religions in civ4 was just a few steps below differing ideologies in civ5. You could incite wars between Izzy or Mansa and anyone by just converting the opposition's cities.

But yeah, in civ5 capturing a missionary doesn't offer much. Optimally, you could use it to convert one of your cities so that you can buy the other religion's buildings before switching it to your religion, but that's situational. Disband them, or use them to bait a unit into range of a crossbow or artillery or something, but if doing so remember that you're paying maintenance on them so do it quickly.
 
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