For me it was the sheer impossibility of Deity. I won a few games by sticking rigidly to the gameplans set out on here but that was far from satisfying. What I wanted was a fair chance but against stern opposition. People recommended I play on lower levels but what I wanted was a sporting chance against top quality opposition. What I have done is give myself the same advantages as the ai but on deity so that they are up and running quickly and we all move on quickly. Playing on lower levels you find yourself waiting around for people to have oil etc if you don't have any.
I use advance set up and aggressive/smart a.i. , give myself 5 techs to start with and one extra settler and one worker. So far its been enjoyable. I don't have to follow a set path and I have some almighty battles by the industrial era. I have won victories of all types but have also been wiped out by civs who kept pace with me so its exciting as well. Sometimes I add in all the warmongers and give myself a couple of units to start as well so they don't flatten me. I know its not pure civ, but for me on deity, pure civ is just a grind.