I'll even ignore early religion if i do have an oasis.
The religious guys have to pour some research into religious techs and hammers into missionaries, etc. If you can use that research and production to get writing, libraries, banking, banks, cities with luxuries, etc... you can do just as well.
For non-spiritual leaders, it seems you spend a turn in anarchy to pick a religion and then a turn in anarchy to switch to a civic (like organized religion) that makes the religion worthwhile. 1 turn of anarchy= zillions of lost beakers and hammers.