Yes, the game was designed so that at that point in the game you would just defeat all civs and finish it.
Unless you circumvent the game design.
Planetdune: what your fully-built cities settle into buying depends on where you're going with your game. If you have lesser cities, you might start pumping out Caravans so other cities can join the ranks of your fully-built ones. Want more cities or more food/resources? Then whelp out a Settler every few turns and re-home those in other cities. If you wish more cash and bulbs, then build Caravans. You can always re-do any trade route you've already made. The route will not get juicier, but you rake in the bonus gold and learning all over again.
Your question is timely, though. Lately reached this point in a full civ, where i need 128 Barracks... through on up to 128 SDI Defenses, all this just to control the budget from spiralling out of control. For example, 128 Factories + 128 Mfg Plants eats up 1,280 gp per turn. Even with 128 of every building, still have to find ways to burn off excess cash.
In this extreme case, the answer turns out to be SS Modules. Your SS can only place 12 of them, but you can keep building 'em. They don't need to be sold off (i don't want even more money to deal with). They cost a lot of shields, so are a good sinkhole for excess production. They don't affect Science, so i can keep advances at a sane and sober rate. And unlike a unit, you don't have to monkey around with a Module after you build it.
Most of all, what i need is an outlet to soak up extra gold. For this, SS Modules are perfect. Every couple turns, just buy a Module from scratch for 2,560 gp and the Treasury never rolls over at 30K.
