Welcome to the boards Eric. Don't be intimidated at all the early finishes. This guantlet will have a lot of entries. The people that are posting on here are going to be near the top, the average finish time will not be anywhere near some of these scores. I know I felt pretty bad when I first started playing the gauntlet and finished 100 turns behind the other players. This is how I learned though.
Here are the basic tips for any friendly victory type, cultural, space, diplo. They are used for this gauntlet as well. These are really hard concepts to get into your head, but you need to in order to compete in these gauntlets. They aren't the normal way of play, they are meant for a fast finish:
1) Play a minimalistic strategy. Only build and research things you need.
2) Religions are usually useless. Founding religions is really useless.
3) Commerce if your tech and/or cultural rate. You want towns, ALL towns. You have 20 spaces in your fat cross you can work, you want atleast 10 of them towns, more if available.
4) Farms are not necessary (having 1-2 is good IF you need them, don't just build them because)
5) Most wonders are a waste of time.
6) Trade away your tech. If you can't trade something for it, give it away. You aren't going to fight your opponent, it doesn't matter if they are ahead of you in tech.
7) Play a leader that helps you the most. In most peaceful games, the financial trait is required.
That is about all I can think of right now. I may update it if I think of more. Now as for this gauntlet. Here is what I am doing right now. This isn't what everyone is doing, and I am bottoming out at 1800 on this strat, so it won't be the one that wins.
I play as Elizabeth. The financial trait is almost a requirement for this gauntlet. Philosophical helps in producing extra GP to use as super specialists. Qin Shi Huang is another good choice to help with wonder building. The same strat works for him as well.
Map selection, I use balanced. It has the highest chance of getting the resources you want, great plains and pangea are good choices as well. As for # of opponents, I have played with anywhere from 2-9 on this gauntlet. Fewer means less pressure on your borders but more means better tech trading and on balanced, more resources.
As for a starting location, you need as many river tiles as you can get. Each river tile gives +1 commerce, having 10 river tiles means about 25-30 extra commerce a turn, that will save you atleast 10 turns in the end. You need to have several food resources in your big border, within 4 spaces of your capital. The more variety the better. Having htem in your fat cross is an added bonus.
If you have multiple luxury resources in your fat cross, silks, spices, ivory, etc, put cottages on them. I may or may not keep 1 to put a plantation on to get the happiness. They will generate more as a town than they would as a plantation, and it doesn't do any good to have 4 silks.
Here is what I build in my city. If it isn't on the list, I don't build it. Granary, library, university, laboratory, grocer, aquaduct, Oxford, Globe, Pyramids, Oracle, and sometimes Great Library if I can get it built early. If I am building faster than I am teching, and it is EARLY I will build a monastery or two. Don't try and fit them in if you are teching fast in the beginning. I don't build the Hanging Gardens, its not worth the time. If I had stone I may fit it in though.
Here is my tech path right now. It can change each time I play, but it is basic. By tech path, I mean I go to the tech tree and click on this, let the game fill in the pre-requisites. I don't tech anything I don't need to, I trade for everything I can.
Bronze-Pottery-Alphabet-Civil Service-Paper-Education(Oracle)-Printing Press-Literature(if I can't trade for it and want the GL)-Astronomy-Assembly Line-Electricity-Liberalism-Industrialization(from liberalism)-Rocketry-Computers-Ecology then the other space ship techs, order varies.
I need to go now, ask any specific questions you want me to explain. I will post more later.
Ben
No copper or aluminum this time 
Amazingly I didn't have a single war the entire game. In fact no one did.
I have tried them all: Lizzy, Vicky, and Qin. I still don't see how you guys can break 1850.
I have never had any problem with the two Mongols; in fact, they love me to the end. In my last run, they even gave me free coal and iron (so much for the "Balance" map).
