I favor pantheons that have a solid synergy with the civ I'm playing. Notable cases:
Japan - Goddess of Protection
Both Japan and this pantheon rewards you for building the same buildings, and those buildings end being very cost effective. Considering that shrines and monuments cost 65

for 2

or

, a.k.a. 32.5

per yield, a Wall ends costing essentially 22

per

or

, and the Barracks is then 18.34

per yield. Yes, they have a maintenance cost, but gold is a lot less valuable than faith, culture and science, especially this early on. Even as Tradition, you can get quite productive cities this way, on top of the military benefits those buildings provide.
And then, the healing on friendly lands works really well with Japan's prospects to win culturally by fighting defensive wars. So, the pantheon helps not only with early development, but also on one of the civ's main victory plans.
Babylon - Goddess of Wisdom
Works really well with the UB and the civ's preference for Progress. Each city can generate 7

science and 3

faith with a single building and scientist specialist in Ancient Era, on top of the 2

gold that the UB adds to scientists. With this much science output early on from a single building, you then also get plenty of early

culture from Progress's opener and scaler. You are then rewarded for founding cities aggressively with such yields per city, and do so with the safety of a stronger Wall as your first building in each city. Overall a very explosive start.
In the long run, the 2

Great Scientist Points is boosted by Babylon's +50%

GS generation right form the start., So, you may get an extra academy or two throughout the game with this pantheon, which plays to the civ's main plan to win a scientific victory.
Brazil - Goddess of Festivals
This civ gets plenty of copies of a second luxury resource thanks to its UI, which is very useful for trading aggressively with other civs for more luxuries. This allows you to gain more benefits than usual from this pantheon, giving you solid gold and culture yields in Ancient and Classical Era. In a way, the 3

1

1

per luxury from this pantheon may as well be seen as your early brazilwood camps being worth not 2


, but 5

3

1

, as long as you still have a civ to trade a copy of brazilwood with (and they aren't like "Impossible!").
And then, you want those luxuries to feed more

GAP to your UA, which is your main plan to win culturally, and trigger 'Carnaval' (WLTKD) more often to address unhappiness. This pantheon is really helpful at getting as many luxuries as possible from every civ out there without going bankrupt.
Egypt - Goddess of Beauty
Aside that Egypt has an easier time amassing wonders to earn faith from this pantheon, the 2

Great Engineer Points can further push Egypt's UA through extra and earlier manufactories. Building wonders in just 5-6 turns in later eras is quite easy with Egypt's UA and a dedication toward great engineers, and this pantheon fuels that.
For actually winning, Egypt leans towards cultural victory with its UA, UB and strong preference for Artistry. Goddess of Beauty gives you a push in this direction with 2

Great Artist Points, plus the mentioned benefits with wonders.