Keeping in mind that I don't know what I am doing...
With Arco and the whole dominion scrying deal, I tend to make my starting scout a prophet. There are pros and cons to this but mostly it comes down to that I tend to value the fast start (via dominion scrying spread by scout) more than having a level 4, instead of level 3, priest. Especially, with Arco, I tend to have enough priestesses around that having Fanaticism, instead of sermon of blessing, isn't as important as having a stealthy dominion spreader (who will, admittedly, get caught one day
)
With C'tis(Miasma), my other favorite nation, I make an empoisoner (mage-assassin) my prophet on turn 4 so I can start laying claim to (and weakening) provinces ahead of time.
The only other nation I have really played is BF Ulm where I may wait until turn 10+ to get a Vampire Count and make him Prophet.
- Kel