I guess a better question would be: if I didn't NEED a specific great person which one would I prefer? I guess I'd choose a prophet. They provide hammers AND gold. I believe that they also add culture, but the Civilopedia doesn't indicate this. Wouldn't be the first time the Civilopedia was wrong (or that I was wrong). Hammers always come in handy. Money can be turned into light bulbs and culture.
Meanwhile, merchants provide money, which is nice, but I'm going to add it to an already productive city to get the max benefits. Why add it to a size three city that probably don't have the financial buildings to turn that gold into even more gold? Therefore the food bonus probably isn't that important.
Scientists add light bulbs and a hammer. I'd rather have the two hammers that a prophet provides, plus the gold. Again, I can choose what I want to do with the gold rather than have it go directly to light bulbs.
Engineers: Three hammers and three light bulbs. I'd rather have the two hammers and five gold. Same reason: not specifically tied to tech or culture.
Artist: three gold and twelve culture. Ok, this is probably the closest race. Twelve culture is pretty significant, especially if you put it into a city with good culture modifiers. However, if I don't have a specific need for culture I'd still rather have the gold and hammers.