The Renaissance and Industrial eras, for sure. By then you've already built up you're empire and developed it considerably, and then you can focus on all of the good stuff. There are new lands for you to explore (New world, island chains) , new means with which to dominate (World congress, ideology, tourism), and new units to spread your borders with (Gunpowder units, artillery).
The earlier eras are good because they let you build up your empire, but the Renaissance and Industrial eras let you finally unleash the full potential of what you've created.