Domination is definitely the most difficult to achieve (depending on map size). Cultural victory is also quite difficult, as there always seems to be 1 or 2 civs that are striving for the a CV. And it is hard to become influential with other civs going for CV. Tech and Diplo are much easier to achieve, and I end up winning from one of those two in the end. In order of difficulty from difficult to simple, I think the victory conditions go:
Domination > Cultural > Diplo > Tech
Of course, these are slightly interchangeable depending on each game. Domination and cultural can switch (depending on map size and how other civs play). Diplo and tech are dependent on if other civs are stealing city states from you, or if you lose world congress control from the start.
In terms of the most fun to pursue, I think domination as it requires to you carefully manage every aspect of the game to achieve. You have to maintain friends for trade routes, control world congress so no one embargoes you, and build up a cultural/tourism defense to prevent negative happiness while warmongering and taking cities. Going domination forces you to do everything.