It obviously gets much more difficult at Immortal but on Earth 18,
I seem to get fast and reliable results with;
Persia, Egypt, China, Mongolia, Rome, Spain, France
Slower but also good reliable results from;
Russia, Japan, Greece, Aztec, Arabia
Good results with very careful play from;
Inca, Mali, Germany, USA
I find the following to be very challenging;
India, England (as they have a tougher time making fast viable conquests of other civs.)
I wish the game was not slanted so much to early aggression but clearly that is the fastest and most efficient way to power, security and a good range of resources. With some Civs, it seems to be the only viable option. For example Greece, I can see no other strategy for success than a focused build-up and attack on Persia, followed by Egypt. Fortunately, it seems to work. Likewise, the only consistent route I can find to win with Mali is to focus on attacking Spain ASAP.
A lot of the most effective (not necessarily the most interesting or challenging) strategies are region based but similar in concept.
The Far East has 3 civs: Jpn, Chn, Mong. Take out the other two ASAP, consolidate, then you are set to go. Not too difficult.
The Mid East has Egy, Ara, Pers. Again, take out the other two, block out other settement incursions in the area, consolidate, etc. Greece can adopt a similar strategy. Again, not too difficult.
In Europe, take down two, if not 3 of the others quickly, consolidate, etc.
North America requires limiting your rival or eliminating him then building a large number of strong cities to deal with the Old World who will likely have a tech lead.
If you are the Incas, you can gamble on taking out the Aztecs fast or carefully grab all of SAmer while emphasizing technology.