When I start a new game, I always make the gamble: Am I going to be near iron or not? If I divine "no," gotta go with Motecuzoma and his maquahuitl-wielding Jaguars for a short and sweet raid against my next door neighbor. If "yes," then it's Julius and an extended war against at least a couple of neighbors before knights/cavalry come along. Either way, swordsmen-type UUs seem to be my drug of choice. It is a little disappointing to go with the Aztecs and end up with iron nearby, but them's the breaks.