I've noticed that from a score front, my military games tend to be a bit higher... I end up having most of the "points" in the world, when all's said and done, after all.
As for which victory type is better though... "Better" is a tough valuation to tag on to one victory type relative to another - a win is a win after all - but...
As you move up in difficulty, I find war is the "easy way out" victory. Whenever an opponent gets gets ahead of you in some area, attack them. When someone gets a wonder you need, attack them. Techs you want? Military techs are "trump card" techs - going for music early gets you Notre Dame and doesn't help VS macemen, while getting macemen while someone else is going for Notre Dame may leave you with a few extra cities and Notre Dame when all's said and done. Doing a poor job managing relations? Attack and cripple the people you messed up on.
To win as a military player you can be lax in quite a few areas so long as you maintain military superiority. Trying to win a high difficulty game as a peaceful builder? You have to maintain a very solid tech income because you can't just militarily snuff out anyone out-teching you. In order to keep out of the military game, you have to be a wizard with relations - which can get costly in gifts, which is counterproductive to maintaing a tech lead. Not to mention you DO need to keep at least a defensive military which costs coin. A peaceful builder win on higher difficulties is a real balancing act in a way that military victories simply aren't.
In my opinion, military victories are easy victories when compared to peaceful buildier victories - on higher difficulties at least. In some ways, I consider peaceful builder wins "better" wins, as a result. If someone consistently wins games on emperor and above without them going to war being the deciding factor? My hat's off to them.
