My main experience with Prophets and Artists parallels yours, especially if I've got a Spiritual leader. I usually use Scientists for Academies, but sometimes I'll cash them in for a tech advance. Sometimes I'll do that with Prophets too, especially if the tech is itself one that gives you a religion.

But Engineers.... If you get the Pyramids or the Hanging Gardens early, you'll see plenty of Engineers. Save them, and use them to accelerate construction of Wonders. In one recent game, I think I picked off about seven Wonders using Engineers, and it got me to a Cultural victory in 1918.