In no paricular order:
1. Culture. Any religion under paganism or FR is good for 1 culture per turn (5 for founding cities), this makes it a good way to get a border pop by using a misisonary built in a production city. In addition all religious buildings give culture (more with Sistine) and the Cathedral equivalents are huge if you want to either stabilize a culture border or gun for a culture victory.
2. Cash. Shrines = loot. May or may not be worth the loot, but an early shrine with autospread or a missionary AI can easily carry your economy in the late game. SM is nice for the building side, often something you take rather than build.
3. XP. 2 promo siege out the door off theo is extremely handy for getting accuracy and being able to one shot culture defenses down. Getting CI/shock CI/cover etc. for stack protectors is also highly effective; getting C1/pinch makes your gunpowder warfare ~40% more cost effective (you win more often, have to build fewer units and can roll faster during the final mop up) than running just C1.
4. Science. Mons are extremely powerful in a B/Oxford/Academy setup, additionally running Pac increases your GP rate and let's you bulb sooner for a quick science boost. UoS is also useful as it is on the way to lib and can be fast built with stone.
5. Hammers. OR is the functional equivalent of a forge for production if you aren't massing units. AP is also good here.
6. Espionage. Getting the religious discount towards EP is one of the reasons the EE type setups are the most efficient ways to convert turns into

in the game.
7. Anarchy abuse. If you are almost done with a war, but are staring into the abyss of strike, flipping religion (even back to NSR) let's you get an extra turn before your really high XP war machine disbands just outside the gates of the last city of your enemy.
8. Fog busting. The Tao, Christian, and Confucian founding missionaries can be used in a pinch as free fog busters. All missionaries can be used to fog bust (say to prevent galley spam) and can later be reclaimed when you can afford to settle that land.
9. Spec slots. Temples and Cathedrals let you run priests; with AW they are the most efficient specs in the game (barring spies and EE mechanics). Getting an extra spec slot prior to CoL/Currency is pretty powerful with high food/mids setups.
10. I don't know if you count it, but the AP is the most abuseable wonder in the game. Even if you don't game it for the win, you can often abuse it to dogpile lots of AIs onto a target, stop wars against you, get open borders with Toko, etc.