I rarely finish a game if I know I will win. I usually try for a diplomatic victory at the beginning of the modern age, but if this fails, and I am winning by a large margin, I simply retire. Since, in almost all of my games on monarch level I am definately winning by the mid-industrial age, I hardly ever finish a game. I play occasionally on emperor, but the early game is just too stressful. I wish I could switch levels halfway through the game. So how many people finish games they know they will win?