Yeah, but those AI jerks start out a lot more powerful above Emperor ...
Another thing you could potentially try is just more whipping (perhaps). If you're up against the happiness limit quickly, which happens a lot at Emperor+, it can be beneficial (IMHO), especially if you're going BW quickly, to start cycling whips such that you are whipping a couple citizens (out of four total probably) as frequently as you can in order to avoid unhappy citizens (By which I mean about once per ten turns at normal etc. - within the constraints of not adding cumulative unhappiness unless necessary - settlers and/or workers can help you to nudge timing in the right direction without crossing the happiness threshold if need be). If you are whipping more than one citizen, you can keep working your best tiles and regrow the lost population while you wait for the whipping unhappiness to subside (hover the mouse over the whip button or the happiness total up top for tooltips on slavery unhappiness magnitude and duration). That can help a bit in alleviating the strain of such low happiness limits until your empire can become a bit more robust and provide for higher limits through more resources and technologies (Hereditary Rule can be helpful if you are strained for resources, whereas Markets and Forges can become more useful if you have a surplus of their respective bonus resources). Oh, and if you are going the whipping-intensive route, I'd recommend going for granaries fairly early as well to help augment your rate of regrowth.
Personally, I would not recommend going for [your own] religion at Emperor+ at least until you are more comfortable with the difficulty level, as IMHO it can easily become far too costly an investment when you are playing catchup with the AI already due to their starting bonuses. Temples of a foreign religion can provide a stopgap if need be (or if you are Spiritual), but I personally wouldn't invest the research time in an early religion at the cost of worker-oriented techs at Emperor or above if you are just moving up to a new difficulty.
[Besides, if you're playing pangaea or happen to be neighbors with a civ that founded Hinduism or Buddhism, you just basically got a heads up that there is a very powerful city site (since capitals are usually some of the best city sites) nearby with shrine gold potential - start building troops, claim your prize, and you've got your own religion, the worker techs and improvements you'd have sacrificed for it had you done it yourself, and an early frontrunner for a very powerful national wonder city (I personally like making AI capitals (esp. with shrines) into positive-feedback National-Epic-Wall-Street cities cranking out and settling Great Merchants as super-specialists - that one city can fund about two notches' worth of extra research investment (at least), in my experience).]
Best of luck in playing, don't feel bad about getting acclimated at Monarch before Emperor if necessary, and welcome to CFC!
Edit: And watch out for sadomasochistic tendencies. Despite what you may have heard, even when playing at Emperor level it is still not technically necessary to flagellate oneself when whipping in order to appreciate the pain of your citizens.
