I think that Brazil is tough because of the uselessness of unimproved jungles while you make your mad dash to machinery to get Camps. This makes it hard to get some of the important wonders that you need for cultural victory. And, if that wasn't enough, the Camps do nothing for production, so you'll always find it hard to make things without buying them. Another thing that is annoying is that the pantheon that gives faith for jungles would make Camps even more awesome, but for some reason that AI always loves taking that early, and as Brazil isn't a faith generating Civ (especially when you're beelining for machinery), they usually get stuck with one of the last picks for pantheons.
Depending on what has happened in a game from the start, Brazil is one of two civs I might consider going piety with (the other would be Byzantium). The biggest advantages of other trees are happiness and culture, but if I am fairly sure I can get Sacred Path, I'll go for it. Yeah, it's hard to tell what the AI will go for, but unless you get a super early culture ruin, you know how much of a fast track religions are on, and by going for the culture pantheon, then following up with a happiness belief somewhere, you just got yourself insane cities (as if you weren't going to be rich enough without extra gold from temples.)
If you miss it, decision time, either get a religion that one city can benefit from (doesn't need to be the cap, remember, To The Glory of God is good anyway but stupidly insane in this context) and let the jungle pantheon religion take over, or find the jerk that took it, take a city, can make sure it's the 2nd religion in all your cities (remember, you went piety, you get their bonus).
I must admit that I either chase religion like a bloodhound or mostly ignore it with Brazil from early on. Their start bias and style of play beg for Sacred Path. If I miss it, and I don't have any other faith generating beliefs, Sun God becomes my goto normally (and it in combination with Sacred Path later can be great).
I both love and hate the Keshiks. I agree that it is the ultimate unit and love to wage war with them, but when this unit becomes obsolete you lose all the promotions. And as I usually get all the promotions for about four of them that is a huge blow to my army.
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Well, it's not like they go out of style the second you can't build them. Until great war bombers and tanks, they can do well taking down city health alone, and even tanks don't stop them with some meat to provide ZoC. In one game as Mongolia, I was using my leftover Keshiks to take even coastal cities when battleships were available to me. They didn't do as much damage, but they were much safer than the ships exposed out in the ocean.