On Deity, I find that Pilgrimage is never there by the time I found, or I would usually take it if I'm going peaceful. If I'm not going peaceful I find it less useful.
Tithe and Church Property are both inferior (imho) to Initiation Rites because I get a minimum of 700 gold before turn 110. (My cities + 2 CS usually)
As someone else pointed out, the gold you get late game from Tithe or Church Property is not as valuable as a free University early. Or a free settler, or whatever. Especially because there's usually one low-production city in your empire holding you back from building a National Wonder.
I do get Church Property if nothing better is available, and Tithe if Church Property isn't available. (+8 gpt in my 4 cities early really helps the warpath...)
However, I find Peace Gardens often preferable if I'm going tall. I want gardens anyway, and 2 extra happiness is awesome. It's less useful for conquest. The puppet AI won't build gardens, and you need a pretty big city before a Garden is helping on top of Colosseum/Circus/Pagoda.
Maybe it's just me, but I still think Ceremonial Burial is the way to go for conquest. Conquest is usually happiness limited, so getting the benefit as soon as you convert a city, even at +1/2 cities, is better than having to annex/courthouse/pagoda, etc.
I dunno, Maybe Tithe is better for conquest... that way, the +1g/4pop almost scales with +1 unhappiness/pop, sort of, if you buy coliseums. I'm not sure the math works out though?
I *am* a fan of interfaith dialogue if you have insane faith output and you know you're going to have to pop multiple GrPr prior to industrial faith-banking. It's one of those things that *would* help early, but it's dangerous to put your religion in AI cities... so aside from CS or situations where I'm converting the cities of my enemy that I've already taken, I'm a little reluctant to take advantage of it.