I figured out what to do with faith. With policy branches from the bottom half of the policy tree (not really a tree, rather a square, anyway, with the later policy branches), you can buy Great People instead of Great Prophets, for the reduced price of 1000 faith. I just entered the industrial age, and I am making 120 faith per turn. I have mercantilism (mind you, just the first policy, you dont even need to unlock the whole policy branch), I can buy great merchants. So I get a free CS ally or a free golden age every 9 turn. With rationalism, you can buy great artist (oh hello there, easy cultural victory!), with Order... Great Engineers? WTF?
Still, a major issue I've had with any civ game shows his ugly head: I started in north america, and the only coal on this continent is on the tip of south america