Most would consider owning religions a detriment moreso than a benefit, under most circumstances. Reaching religious techs first to get the religion founded often delays other critical techs needed to develop your land, not to mention supporting techs needed to actually spread your religion/build religious buildings/wonders/civics etc. Adopting a religion no one else runs ruins diplomacy. Spreading your religion severely taxes production. Getting a Shrine requires popping a Great Prophet, which is one less Great Scientist that can bulb you to key technologies, or one less Great Merchant to upgrade an army, or one less Great Engineer to rush a key wonder, etc.
There can be situations where founding a religion is useful, particularly if you're playing a Spiritual leader who can quickly swap when needed and gets cheaper Temples on top, but in most cases it's better to let the AI found religions and let them deal with all of the problems.