Agreed. All advances that give you a religion founding are good.
I go for Indian, start building Stonehenge, delay to build an archer, resume, delay to build a scout, somewhere in here I get Bronze and go to slavery, resume Stonehenge, finish it. Baracks, delay once I get Pottery and build that, barracks resumes. Usually it's time for a worker, use slavery with good timing on granary. Then start on Oracle, after a couple more population I delay it to build a settler, then I finish it. Depending on circumstances I will delay for an archer or two. Usually by the time I finish the ORacle I can get theology.