What I do is set a defensive line with Apostles and Inquisitors on my borders when I'm getting spammed with opponents religious units. In my current game, Cleo is sending a lot of missionaries at me, they can't get past my defensive line, and each time one of her missionaries die, her religion dies a little bit with it. I usually don't play an aggressive religious game, but I don't want Cleo's brand of Buddhism infecting my cities either. In my games, religion becomes another item to defend against, like military. The advantage to that, is when I'm attacked militarily, I have a line of Apostles and Inquisitors to march in with my army for a quick conversion of the heathens that dared attack me. I play every game with the goal of a peaceful Science victory. To achieve that goal, I need a powerful military so the heathens will leave me alone. Religious defense just becomes a part of that. I also find that Medic Apostles work well to march in with my armies should the need arise. I tend to put Holy sites everywhere as a defensive structure also. An apostle or two sitting around a site will defend against heathen conversions quite well, and defend against AI religious unit spam. AI units will attack your apostles before trying to convert your cities, so it also works as an alert action. I've played about a dozen games and I no longer lose a single city to another religion.
I set my religious defense by using the first two apostles to get the bonus beliefs quickly to get the better beliefs ( Cash, Cash, Cash), then an Inquisition to get Inquisitors. All units after that go for religious defense. They stay at my borders until it's time to march on the heathens who dare disturb my peaceful Space Race. I play mostly at King, so I'm not sure how well this would work at higher levels. Or if it would even work at all.
It seems that once you hit Modern Era you no longer get to promote Apostles. I usually can snag Mont St. Michel to get the Martyr promotion, they still get that. Every game I always run out of places to put religious relics, but they help in the tourism/culture game as well.