If I had the choice of all of them, I would probably go:
1. Meeting House
2. Wat
3. Stupa
4. Pagoda (even if all I really do is collect enough and still get out-voted by the AI most of the time)
I hardly ever choose one of of the other ones. I think a couple times if I've been in low-food areas the Gurdwara can come in handy, but I find that if I need art slots, I just build more theatres. If I want more religion spread, I'd rather just get more faith. I guess if all those top ones are gone, I'd often just go Synagogue for the faith dump. The dahr-e-mehr sounds cool, I think I tried it once early on, but it takes too long to catch up that I'd rather just stick with the synagogue. There's no way I can get one built early enough to feel like it's going to pay off.