Anvari
Warlord
i'll vote for the stele for guaranteed first religion. also, you can get them for free with tradition.
no love for the ceilidh hall? +3 happy from any building is pretty damn powerful, and you can get 4 for free as well.
Stele isn't a guarantee for the first religion. The Celts get them first if they don't start in a ridiculous place like a desert.