6K Man
Bureaucrat
Of course it's good in large empire and if you have the holy city. Religion spreads also if you have Temples, and then from the holy palace, dont need always missionaries. Then one other civ might spread and/or adopt your religion.
Religion spread makes Org Religion effective, or Theocracy.
And religion gives +1 happiness.
That's why Oracle and Stonehenge are of great value, for the generation of the Prophet. So I think Pyramids are secondary.
On a typical map, the early religions will be founded by the AI and if you're lucky, they'll spread to your cities. Founding your own religion is usually counterproductive. And religion won't auto-spread to cities that already have one.
If you want +1 happiness, adopt someone else's religion and get the diplomatic benefits, too. Or run HR and build a 15 Warrior or a 25 Archer, instead of Missionaries.