I didn't see anyone post here that you can use mods to totally change the game. Yeah, new buildings, new wonders, totally different stats. I've only played a few mods though. One that I played only once, but thought was OK, was "Bronze Age Warfare." Technology advancement was v-e-r-y slow, so you were stuck in the Bronze age (but so was everyone else).
One mod that I have played many times is Graves' "History in the Making II." Cool thing about this one is that you can build bomb shelters & the SDI to sort of protect yourself against nukes. Plus you can build some of the Civ IV wonders such as Broadway & Hollywood which gives you more luxuries to keep & sell.
I almost always play (even vanilla games) with the PerfectWorld 3 map mod.