What is the worst thing about CIV 5? Where do I settle? Immortal help

As an extra point, the way the OP built up his empire isn't too bad. An Oxford into radio and you could prepare for a Freedom rush on China with FL and Artillery. The way you played the game certainly gives you options for late game, but you'll probably want to flex some muscle and take cities to get a stronger base. As others have pointed out, it's better to be finishing games with a Tradition 6 or 7 cities unless you're early start is so amazing that you can glass cannon so far ahead.