Once you are sure that you've capped off a city's growth, or at least for an extended period of time, by all means sell these off. On a global scale, selling them all can mean mucho $$, and a big difference in your end score. I am sure to do this whenever I notice, making sure no settlers are supported in that city.
I rarely build the pyramids too - granaries aren't too useful except at size 1-3 with the style I play. Late game I am sure to nail the city that has it, or build it, though, since that is when I really start pumping out the new cities for score (in gotm) and having a granary right off without having to purchase it is very useful.