Not in that way. Generally it's good to follow whatever religion most other leaders are following so you have some trading partners/war allies. I usually get Confucianism and/or Taoism because they're on a good tech path that gives you Civil Service and Liberalism. Judaism and Christianity are good as well because Theology leads to Paper and you can pop it with a Great prophet fairly early if you have one saved away. Buddhism and Hinduism are sort of a crapshoot, your only real hope of getting these is if you start with Mysticism.
The value of each religion all depends on the circumstances of the game, really.