In my current game I founded/captured 5 holy cities, and built the appropriate shrines. I make 2g for each city with the appropriate religion, so with State Property, I make 10g - 6g (maintenence) = 4g from a 1 population city that has a citizen and nothing else. There seems to be no downside to this other than cranking out settlers and missionaries (organized religion lets me build them without monisteries). Am I missing something, or is there a reason to not build cities in every little nook and cranny once you have 3 religions? This is based on experience at noble/prince. Strategies obviously change at higher levels.