To get a quick conquest, I think Incas and Persia are the way to go. For this gaunlet, I pick Cyrus for his superior UU and good traits Cha and Imp.
After about 3 maps (random leaders and no barbarian), I found a superb starting location, a 4 hills capital and a 4 hills horse 2nd city.
My civ was at the center of the world, Germany was southwest, Greece was far southwest, Japan was northwest, Spain was northeast, France was far southeast and England was far northeast.
Start my wars against the world somewhere around 1500 BC, destroy everyone's bronze source and quickly annliate 2 neighbors
(Alex and Frederic). Frederic was hopeless, he didnt have the chance of building a single wall in time. Alex almost linked a bronze source, but good thing I took him out early.
Then I fought Japan. He didnt have bronze either, whew, but I had to fight his protective archers. Now is about 500 BC. As my army marched across my land, I found that Louis and Elizabeth have spears!
Sadly, I did not have Iron Working and cant locate those iron sources. I wait til 400 AD and disconnect the iron source. And finally I sacriface like 20+ units to take out a English capital of 2 swords, 1 spear, and 1 archer.
By 600 AD, I finally have catapults and by 900 AD I finish Louis. Quickly I march the resourceless Spain and took out Isabella. Conquest at 1010 AD.
In this game, I think I made at least 2 mistakes. First, I should locate both bronze and iron instead of just bronze. Such as the example in the battle of London where I lost alot of experienced immortals to spears and swords fortifed in a walled city. My second mistake is to keep captured cities. In my game, I raze all the enemy cities b/c I fear the upkeep cost. Turns out I was able to run 100% research in that game, but my army production not enough. Mistake#1 is the most fatal, b/c I probably can finish all the ai at least before 500AD if not in the BC era.