I grew up hearing, "Jesus Christ!" when someone was frustrated...all the time...and it became something I said. I didn't want the kids growing up that way and switched it to "For crackin' ice!" It works just as well.
I also switched "God damn it!" (another lovely product of my heathen father's influence) to "God Bless America!" Works okay.
"What the hell" and "What the (something else)" got switched to "What the..." My little boys, when perplexed, would utter, "What the!" having no idea there was an end to the sentence. It was pretty damn cute.
And I switched the big word you say when you whack your toe on something to, "Fuuuuaaarrrghhhhyeeuuuah...ow, ow, ow!" That doesn't work as well, but is much more proper. You kind of have to switch it while you're saying it, because that one is really hard to censor.
I remember the day dear old dad was here and saw me hurt myself and cry that out. He was laughing.
I do still often say, "Jesus, Mary and Joseph!" but I make sure to follow it up with a prayer, like, "Pray for my children to grow more neurons so that they can understand that a clean room does not have dirty laundry on the floor!" That way, I'm actually praying and not taking the Lord's name in vain. (Do you believe that? I hope He does.)
So we started using it when we wanted to keep it clean. 
but mostly I try to keep it clean since I have kids.
