The best religious game I have ever played was as the Dutch (Large Archipelago map, medium sea level, Noble, I think) I didnt bother with Hinduism or Buddhism at the beginning and concentrated on other Civ expanding techs instead.
Got Confucianism with COL and carried on expanding, then got Christianity without expecting it and then Divine Right became available for researching. I dont normally bother with DR but, looking at the Tech info, no one else seemed to be near it so I thought, What the hey! and ploughed some research into it.
With a little divine intervention, Islam was founded in the city I had earmarked for my main commerce city ( I Threw Sids Sushi and Wall Street in later on (Ka-ching!))
Next I pump out some Great Prophets from my capital to get the shrines going and then, with the help of Organised Religion, I start to spread the holy word.
Then I fall out with The Turks and so have to remove them from my continent, taking the Holy Jewish city in the process.
Then the HRE start to take a dislike to me and I notice that their Holy Buddhist City is only a short Galleon ride away and so soon I have five Holy Cities in my collection, complete with appropriate shrines. Got the missionaries rolling and change to Free Religion and let the happiness and money flow!
Hoorah! and Ka-ching!
The funny thing is that I never intended it to be such a religion orientated game. I ended up winning a cultural victory, which was fairly easy with so many religious building to throw into my three Cultural hot spots. I think The Hague had 400% Culture bonus or something ridiculous.
Anyone ever managed to get the full set?