dont switch to any religion
you wont get a happy bonus, but if you found a religion, the holy city then gets +5 culture. by not converting, that means the next religion you found will also produce a +5 culture holy city. those +5's really come in handy for expansion and culture wins.
of course by not switching to a religion you won't get any diplomacy bonus, or penalties. and also by not switching you are saving yourself from 2 turns of anarchy (1 for conversion, 2nd for religious civic). that's 2 extra turns you can build/research.
however if you end up playing a spiritual civ, it makes no sense not to take advantage of religion and its civics
in the end, i find that some games it makes no sense at all to waste turns in the early game to focus on religion. asides from researching and founding religions, being an atheist civ (and more than often a brutal slaving civ), for me, happens much more often than being a religious pioneer