Write an article based on this "Build. Start building by creating whichever religious structure you want. Build your structures in order of how many turns it will take to complete, from smallest to largest."
As long as you have the money, try to make sure that all of your settlements have at least one building being produced on the construction panel. If you have conquered a city and it already has a religious structure from a different culture, destroy it and build your own. The only exception to this is when that city's happiness rating is too low to last a turn without that building without revolting. However, if you have the ability to upgrade the city and the citizens are becoming too restless, delay whichever current structure you are building with the new one that will advance your city.