I don't really understand how to do it.

It doesn't seem there is any cheap way to prevent your opponents from spreading their religion into your cities. And if your opponent has their full religion in your city the missionaries in those cities you build will be their religion. I don't know whether its better to spend your religious points early on constructing buildings or to spread out quickly.

I was playing a game on warlord difficulty and my opponent was sending missionaries at me. It had taken me 4 missionaries to gain a majority in 1 of his cities and then he quickly took it back, but he was taking my cities with only 1 or 2 missionaries. Even when I built inquisitors in cities that were contested between the 2 of us equally they would spawn as his religion. And then he was able to gain a majority in my capital with only 1 missionary, even though I had more than a dozen believers there and it was a holy site.

Please help I am frustrated with this game.