All 4 are fun in the ancient era.
Culture in explo isnt fun, due to how religion is handled. Econ/Mil are fun. I dont do to well with the science one, due to needing lots of high yield tiles.
I dont find the 4 in Modern to be as fun as i would like. Culture needs better pacing. Econ is a slow and steady grind. You kinda just forget about it once you get your factories up. The military one seems like a long grind. The science one is probably fine, but i win with culture or econ before i get to finish it.