Seeing how this question was asked in the Modding forum, I think they probably want to know where to change this in the XML files, which I would like as well. I've already changed the Epic game speed in XML so that there are many more game turns in the early game, slightly increased unit production, and decreased research speed overall to 200%, as discussed in the Game Speed thread in this forum. This means it takes longer for research, but I actually have time to go to war using ancient or classical units, and not have to upgrade for a loong time. Doing this, everything starts off great; Christianity was actually founded in 0 AD in one game, which seems like a good placemark to see if everything is progressing historically (which isn't necessarily, um, necessary, but can be fun). Then the middle ages started, and I started discovering technologies WAY too fast; it was the Renaissance by 390 AD, and I had gunpowder soon after.
I want to have some research "penalty" for each change in era, possible a much larger one for the middle ages. Which XML file can I modify to change the research rates for each individual era? That would be fantastic.