It would be preferable to have them founded all in the same city. Normally you can only boost your income from the religious wonders by 100% from the various buildings like a bank, market and grocer. That gives you 2 times the gold of as many cities as you have spread each religion to. However if all the religions are founded in the same city and you build the Wall Street Wonder in that same ccity you can increase the income from religious spread by an additional 100%. This means for every city you spread one of the 7 religions to you gain 3 gold coin per turn.