wow...well...more than I want to count. The big ones I've altered have been barbs.py (for random events), victory.py, riseandfall.py, AIWars.py, RFCUtils.py, CvEventManager.py and a whole new Custom.py file as well as CvGame.cpp, CvRhyes.cpp, CvTeamAI.cpp, CvPlayerAI.cpp, CvTeam.cpp, CvInfos.cpp, CvCity.cpp, CvPlayer.cpp, a host of XML files and more. All the cpp alterations require a recompiling of the DLL in order to take effect. Editing of Python and XML just requires reloading of the mod.
It's been a long time since I tinkered with this, so I don't remember precisely every file I altered, but that's just going by the last round of things with the latest "Date Modified" tag.