Guys!... GUYS!.... hey guys...
http://forums.civfanatics.com/showthread.php?p=11623070#post11623070
and
http://forums.civfanatics.com/showthread.php?t=467753
"Want a cookie, Adjuvant?"
"...no...listen..."
As long as you have a great prophet before the "last religion" is founded, you can have a religion. I really don't like "having to build shrines", but they're nice sometimes, I guess, especially Mayan pyramids.
If the game doesn't roll with an "early stonehenge" because you rex a little or have no calendar luxuries to start, and you REALLY want a religion, do "whatever it takes" to get a prophet. Even if you have 0 faith, even if a religion's been "enhanced", you can found a religion.