I always go for republic, and will switch immedietly (unless I'm, for example, gettin' the GL in 2 turns). Republic is nice, because the WW is so easy to cope with if you have a handful of luxuries, temples/cathedrals, and don't lose wars! Afterwards, I'll gradually make my way to democracy and switch instantly too. The faster workers, less corruption, and overall cash bonus is fantastic, and the WW isn't too bad there either.
Oh, and I've never even considered switching to Monarchy or Communism, WW just isn't that bad, unless you are in perpetual war, which I never am.