I almost always put Oxford University and National Epic in my capital, mainly because of the palace and espionage... odd connection, I know, but it works out that way. Because the palace brings in bonus espionage, I know I can get more espionage potential out of my capital than anywhere else, so I always build Scotland Yard here and if I settle great spys, I'll settle them here.
Spy specialists also provide beakers, which helps to supplement research. To take advantage of that, I'll build an Acadamy here as well. Because I plan to build an Acadamy in the capital, I'll always build the Great Library here and if I settle great scientists, I'll settle them here. Thus, my capital becomes my center of research, and so I'll build Oxford University here.
I usually end up running a lot of specialists in my capital - the Great Library alone adds two free scientists. To take advantage of all the GP points, I'll put the National Epic here and my capital becomes a quasi-GP farm... tons of research and espionage.
EDIT: On that note, I don't like founding Hinduism or Buddhism because I don't want my capital to become a holy city for the above reasons. I'll of corse want to build Wallstreet in a holy city if I have one... and that'll become my center of commerce complemented by other commerce cities.