I can't say I agree with the opinion about it being a cop-out or a budgetary restriction...
In Emissary, Sisko's character evolution for that episode, and consequently the series,
depends on them using the images of people he knew. If they hadn't taken Jennifer's or Locutus's form, he couldn't have learned how to deal with his emotions regarding his wife's death and move on from it. Which is what the final scenes of Emissary essentially boil down to.
Also, later on in the series, these images are used as a form of irony, or at least in some way of guiding the conversation in a particular way. For instance, when these conversations take place between Kira and Winn, or both of these characters with Sisko. Admittedly, it's not always done for this effect, but it can shape your own opinion of the conversation - the prophets taking the image of Sisko's enemies in order to guide him? It's an interesting tactic to say the least
I will admit though, that using Sarah towards the end of the series confuses me a little, as I'm not sure if it's a retcon or not. The prophets have no concept of linear time, and have little interest in corporeal exsitence, yet went to the trouble of manipulating Sarah Sisko so that Benjamin would be born. And she addresses him in visions with a more human approach than other prophets have... That's only a minor thing though.
Overall though, I think they made the right choice portraying the prophets as they did
