Early war surely is to prefere since your enemies usually do not have too many DoFs with other civs and warmonger penalty is reduced in early eras.
I currently play on huge, marathon ... Spain, my neighbour, forward settled me early so that I usually would have started a war to "correct" borderlines and take their cities including Madrid with temple of Artemis. However I already had placed 4 cities and wanted to go for National Wonders so I delayed it. AI in this game is rather pathetic ... After 600 turns, most of them still have only 3-4 cities, an estimated 60% of landmass is unsettled. So after reaching industrial age (and finishing all National Wonders), I decided to go for Spain with its 4 cities and then expand to build a bigger nation. By the time, Spain has moved on from former isolated civ to a beloved friend of all other civs (except Attila, who was at war with everybody else). After catching a spanish spy, I denounced and declared war and quickly conquered their 4 cities ... I got 2 x Big Warmonger Penalties and 2 x Extreme Warmonger Penalties ... Diplomacy now is completely stalled, the attitude infos are completely in red ... I had DoFs with all civs except Spain and Attila for the past 500 turns, allthough some of them might have expired recently ... It is a map where you can place maybe 100-200 cities but taking 4 cities is too much ...
(The other civs in this game are all still medieval/renaissance, so they are no threat and I really did not care for diplomacy ... When I have time I look for opportunities for war and attack neighbours when they have no DoF with other civs. However when working on National Wonders, the increasing production costs usually keep you out of war/expansion until renaissance. And if you do not go to war then, you usually win the game accidently by repetitively clicking "next turn" which is no fun ...)