I kinda think it;s (almost) an "all or nothing" thing...if you want to go balls to the wall for Religion, (including an early patheon), Holy Sites are a good investment (I like getting Choral Music, Gold, Food & xtra religious pressure, which I find doable on Emperor). Goddesss of the Harvest is nice it you can get it, as is Stone Circles or the other +2 Faih for mines pantheon. Production boosts or Culture are also situationally good. I like "God of the Sea" with a Navy & Trading empire. Thing is, if you do this (any Religious push), you are totally screwed if you don't get a Great Prophet, and a usable Pantheon. It's sad (as I LIKE Religion), but it is far easier to ignore religion, and push for Domination with Culture/Science backup (keep current w Culture & science, but mailly aggressive domination. Very generic, but you can start, and grow like a cancer, absorbing everything in range, gradually expanding outward. The Loyalty & Age Features allow for a (carefully orchestrated) brute force stomp, using any decent Civ (Persia, Rome, Germany, Cree, America, England, Greece (Gordo)....you get the idea.
I like a good religion game, but hate it when I miss...there are more variables to juggle with R&F, but it still (usually) comes down to naked force.