I will not even play with the free DLC.
The free DLC are automatically loaded by Steam when updating software.
However, I always play in off-line mode. When the game is not running, one can delete (or move to a non-Steam controlled directory) the DLC from the game making them inaccessible and thus not usable as a player leader or opponent Civ. A number of players have verified that this works, so even selecting random opponents will never result in the use of an unwanted DLC Civ.
The day I buy DLC from Steam is the day I can put non-traceable cash into my computer to pay for it. I'm still steaming mad that I was forced to load Steam on my system to play Civ V. The producers and developers don't seem to trust their customers to pay their fair share, so they hire the makers of Steam to police Civ V. Too bad they didn't spend more money developing the game itself; firing half the developers months before the official release.
Sun Tzu Wu