I voted for the space race. When someone first told me of Civ the said that was the object of the game. It was subconsciously ingrained in me that that was the 'right' way to win.
That being said, I try to alternate between space, domination and cultural.
Sometimes I decide before I start, sometimes I just see which way it goes.
I've also had some diplo wins sprinkled in there.
I use diplo if the game gets deadlocked or I get too bored.