Immortal Difficulty

I suggest two ways to learn higher levels. Playing the same map until you beat it and replaying sections of a game until you can manage benchmarks similar to better performances on it.

I truly believe that the most enlighting gaming session I had where those where I played the same stuff multiple times to test different ideas. This truly helps getting an idea of what works and what doesn't.

A good game / map is the Denmark challenge here from the Strategy & Tips section. I think budweiser recommended it to me and it was my first victory on this difficulty level. You start isolated because of mountains but you can discover and conquer others early enough (if you like to do so) and you have some salt and marble - nice!
I liked the map because i got a feeling how to ›time‹ everything right and it's not totally easy because of two or three very good Civ's on other continents.

Similar is Deity challenge with Byz. - great map if you look for your first victory and a not too frustrating experience - just to get a feel for the difficulty level.

Thanks, gang