Ahhh, a chance to confess my sins
I reload more than I should, but less than I used to. Mainly I will sometimes "cheat" in the following ways:
1) If I press the wrong button and inadvertently do something I did not plan to. Like declaring war when I didn't mean to, deleting a unit or moving a big mass of unit the wrong direction by accident. I mess up moving workers all the time, I let that go.
2) If I make a very stupid mistake or have very bad luck. e.g. I send an early settler out to a nearby city spot with a warrior escort, and before they get there 2 barbarian lions pop out of forests and eat my warrior. I might reload that, take a different route to the spot or pick a less dangerous spot. Another common one is: I have my war forces massed on the border of my next target and forget to declare war before I move them into their Open Borders the next turn
3) I will regenerate maps if I really hate the starting position. But not just to get that ubar food resource starting point. I'll live with so-so starting positions, but not stuck on a peninsula with e.g. Shaka blocking your expansion.
4) Occaisionally I will place an early resource in range of my second city placement. For example, if I want to try a new leader and the UU's resource is no where to be found. Instead of playing without their UU, I will place it nearby. But lately I just try to figure out how to get it, or go without, particularly if its a leader I'm familiar with already.
5) As someone else mentioned I like to save games at key points and sometimes I will reload to them just to take a different path and learn from the experience. Often I will test different approaches to attacking a neighbor (e.g. split stacks vs SoD vs. pillage and seige), or I will even replay the whole second half of a game only instead of staying peaceful, I'll try warmongering and see if I can win that way. You can learn a lot doing this, but you can also overdo it and end up reloading too much.
I DONT reload when I loose a combat I had good odds to win or to get a goodie hut tech or when I loose a scout to a sneaky Bear or get a bad event or have a resource too far away or whatever.
Ultimately, I just want to enjoy the game in a casual way. I'm not trying to prove anything, or be the greatest Civ player in the world. I often play while watching TV or while distracted by wife and kids, so it is hard not to make stupid mistakes. I had been addicted to World of Warcraft for 2.5 years, where I would spend 3-5 hour stints almost every night glued to my computer, where one mistaken key stroke could wipe 19-39 other peoples characters and there is no reloading. So it is a lot of fun to have the freedom to play a Single Player game and have a bit more control over the experience. Having said that, I generally enjoy the games wehre I overcome some hardships the best, I used to reload just about anything bad, and always play easier levels, now I try to recover and challenge myself with harder levels. Someday I might try civ MP and see if I can handle that level of concentration again