The only games I have actually finished are the ones that I won by culture. I wasn't really paying attention to how much culture I had, so it takes me by surprise when it finally happens. I used to only play Chieftain, but that got boring. Build all wonders, build all improvements in every city, get to modern age, the AI is still in the middle ages, run them over with my modern armor, blah blah. But since I play on huge maps, since I had played defensive until the modern age, it overwhelms you when you look at all the civs and land you have to take over. Even though I'll win every battle, it will take 3 days to eliminate all my opponents, so I'll quit, rather than just go through the motions just to see that I won (obviously) . I just kept playing that level, each time I ended up having more and more cities (managing 100+ cities gets boring and tedious after awhile).
So finally I got off my butt, and decided to move up some levels. Also experimented with different city placement patterns (I'll get halfway through the middle ages and say "nah, let's try this pattern instead", and I'll start a whole new game). And I also was adjusting my playing style (I started playing more agressive instead of defensively, and now I attack with armies of Knights, instead of waiting for the modern armor). It's quite a bit more exciting on Regent, but I still kick butt, so I'll quit those games, too. I guess I better go to Monarch.