Glad you had a good time. I spent several days in Rome as a teenager on a tour of Europe...ha..yeah..I was in awe..and a history fanatic since a young age. Unfortunately Germany was not a destination on that student trip(England>France>Switz>Italy>Greece), but I've been to Germany a couple of times in recent years...love it.
Oh...do feel free to replay while learning. Really helps with practice and reinforcing concepts. But just for perspective, I want to make clear that due to the way you have played this game, through your meticulous learning effort, you are in an extremely strong position here. You can basically steam-roll the continent at this point. Honestly, it is Emperor, but even so the AI seem a little nerfed relatively speaking for this stage of the game, but as with any game on higher than average difficulty, the AIs will start to ramp up a bit now tech wise..or they should.
Ok..the deal on vassaling can vary a bit depending on one's goals...and a bit when playing casually competitive like a GOTM or HOF (see sig

). If strictly going for Conquest or Domination, and more specifically Conquest, well capping everyone is often the fastest way to do just that. Domination takes into account land and population percentage. Population is usually a foregone conclusion, but land can get tricky. Vassals land counts 50% toward the land % requirement. Therefore, your willingness to vassal all or some may play toward how it would impact fast Domination, as you may need more "owned" land than vassal land to optimally achieve fast Domination. (all that may be little confusing now if not that experienced with Dom wins, but it will later)
But there also other factors as to why a vassal is good or even bad. Let's take Sury. He's reasonably large, but has few wonders. However, he tends to culture press a bit more because of his trait and the cheap buildings it provides. Culture pressure on captured cities can produce revolt risk, and that can go away over a very very long time as you build culture. Certain amount of units in a pressed city will stamp the revolt risk, but you usually want those units fighting. So in this case, I capped Sury gave back two cities but kept Ankor Wat as it was not under culture pressure. Also, in that particular save Sury was at war with two AIs so I certainly, as you found, could not wait to wipe Sury off the map. (edit: well, I could bribe the others out of war, but really did not want to do that,and well I was perfectly fine in capping Sury)
So it may seem a bit complex, but not really. If I'm fighting someone where I've captured beautiful wonder-filled cities, especially really good wonders, but those cities will be in revolt danger, I might just continuing killing the guy off..or I may just whittle him down to a few negligible cities.
In this case, simply with Sury it was about cap asap and move onto the next guy, as my mindset was conquest or domination. Regardless, there is certainly no harm in taking vassals instead of capping, and although AIs do stupid stuff, they can be useful in future wars, especially if you prop them up. Ha.. .you can even gift them old units and they will upgrade them. So really, in terms of military victories it really boils down to what works out best given the situation. I tend to take vassals generally. It's simply faster. What I keep or give back varies.
And realize this is all compounded as you move up to Imm and Deity, and higher levels vassals are even more effective.
Now let's look at other VCs:
1) Culture - optimal fast culture games generally don't involve much war at all much less vassals.
2) Diplomacy (either kind) - There is a term we use called "Diplomation". Basically, achieving easier Diplo wins as if one is pursuing Domination and taking vassals. Vassals vote for master, so it makes the intricacies of attaining enough votes simple.
3) Space - now this where vassals can really get intricate, but I've already alluded earlier to one positive that can really play well into Space games. First, you can potentially win a Space game with any kind of empire including a small ..say..6 city empire - enough to build Ox. But optimal Space actually is about land..the power of land. The more land you have the more research potential you have. (For perspective, with a ton of land you are potentially looking at thousands of beakers per turn, especially when you factor in the power of hammer economy late game with State Property or Corps...I'm talkin' 3 to 4 to 5,000 beakers per turn or more so that you 1 turn a lot of the really expensive late game techs) So to point, Space games for me actually involve a lot of war as I want all the land I can get (without tripping Domination). However, I might take one or two strong vassals (like a Mansa) and prop them up so I can put them on tech paths to tech things for me which can save me many turns on the way to Space.
I have no clue why you would try to get rid of a vassal. (only way to do that is to pizz him off enough that he breaks away..or does otherwise because somehow you got too weak)
A vassal is yours, but feel free to kill Sury if you wish.
Yeah, take a look at the games. Note that basically in most cities I was whipping a Cur every other turn. Just whipped one out of Aksum though..don't really want to whip that. But yeah...ALL cities but Aksum were whipping. Start to be mindful of how that works with cities with forges. You may..say..3 pop a Cur first, then see how the OF goes into the next Cur such that the following turn it is a 2pop whip....and pretty much two pop whip thereafter except in weaker cities. At some point you may slow down on that a bit and let cities grow, especially after you have such a large army, but you really don't stop the Cur train, so to speak.
(Debra I had gone ahead and 1popped that Cur - it shoulda been 2 popped earlier - into a new Cur)
(and just to be clear, and i'm sure you know this, but don't whip units on Turn 0 of production...ever...unless an absolute emergency)
edit: Another scenario that is kinda cool with vassals when you are fighting a lot of wars is that sometimes..for example...you take vassal A. Then, you start fighting B. A and B share borders and there is a bit of culture pressure there. I start taking some cities from B, which are certainly pressed, and then gift or liberate those to A. Usually, A gets some free units in those cities as well.