In my early Civ IV days - before I really realized the scope of CEand SE - I most often used Prohpets for Shrines, and the rest for Golden Ages, until it became too expensive. Often an Engineer would be used to rush an important Wonder. And sometimes use them to bulb techs. In the late game, most options were already used up, so I'd just settle them for little effect (my opinion at the time). This was at the lower difficulties.
These days, it mostly depends on whether I play CE or SE.
For CE I use Prophets for Shrines still, I like founding religions, and if I can get away with an early one I do it. Otherwise getting one from CoL is also a priority. Scientists I use for Academies, sometimes just bilbing or settling. Spys for Scotland Yard, because I like espionage. Most other I save for Corps, and/or keep an Engineer at hand for rushing a Wonder. Or an Artist for culturally boosting an important border city - my own or recently conquered.
For SE it's different. An early religion is something I'd like, but rarely get. But since CoL is important to me, I might get one there, and then build Shrine. In this play style, I tend to cultive GP more structured, so I have a say in which types I get. Scientists first build Academy in super science city, and afterwards settle. Spies also Scotland yard, since my Espionage game is much more used here. The rest the same, bulbing if strategically right at the time, else save for Corps. Save an Engineer for an important Wonder (Great Library for instance). I rarely ever bulb a Prophet for a religion. I don't start many golden ages, perhaps one, max 2, especially if I can't afford the anarchy for vital civics change.