The best use of foreign workers is of course in the early ancient age. When you first discover other civs, check regularly whether they have workers for sale. They'll charge around 25 gold for one worker, which IMHO is way too cheap.
Getting a second worker when you still only have two-three cities are a major help. The worker will only work at half the speed, but it can also be added to a city, giving you the pop point neeed for building a settler twice as fast.