The most interesting way to win is Domination. But when you start leading in tech it becomes not that hard to take away most of civs.
Civ to make it with: I think it is okay to make Domination by any civ (even India and Venice but this is for those who loves ing up brains)
I hate Diplomacy Victory. But ironically i often do it just because i am tired of game (usually at certain moment i am leading in tech and military having all CS's as allies so this is the fastest way to finish predictable game).
Civs: all.
Scientific victory is quite enjoyable. It usually comes later than i could have DV but if i manage to do only this type of victory i do it without problems. Often there is some AI threatening to make a Cultural Victory, so sometimes if I don't do that good in game, there is still an intrigue.
Civs: all (though Babylon and Korea would be dull choice for this because they are scientific by default).
I did Cultural victory only once with Brazil. I think, cultural victory is more possible when you go into war with fluental civs and then generate much tourism and finally beat turtles by your cultural level. But, with Brazil, i made it without any wars in game (moreover, i was with England on one continent, it is weird that she ignored me the whole game).
In my games The Netherlands almost always go to CV.
Personally, the most of all I enjoy playing as Iroquois and Japan. Not just because of their UA's, for me they are very nice civs, maybe because those two are my first ones with which i was learning the game.
Also in my favorite list: England, Aztecs, Venice, The Huns, Spain, The Celts, Korea, Carthage.
My least favorite civs are Indonesia, Persia, Mongolia and Assyria.
