DaveMcW said:
In single player, game speed doesn't matter. Choose a smaller map if you want to speed up the game.
Actually I've found the game plays much differently depending on speed.
There are four significant differences between game speeds
1) On longer game speeds units can move further and do more in a shorter period of game time.
2) On Marathon (only I believe...) units are cheaper compared to buildings than on other speeds.
3) Anarchy turns doesn't seem to scale at all, so anarchy is less of an issue on longer game speeds.
4) Barbarians, though they take longer to start showing up on longer game speeds, seem to spawn at the same rate after they do start showing up.
#1 is huge. On Marathon some units that are marginal and many skip entirely are not only useful but almost essential since the 'fast' or 'really soon' tech that makes them obsolete may still take 60, 80, or 100 turns to research. Early gunpowder units especially (cannons, muskets), though some others as well.
Also you can uncover much, if not most, of your continent with your initial scouts before you even get to BW, allowing you to find your neighbors much earlier in the overall scope of the game.
And, most importantly to many people, your combat units can move further and do much, much more on longer game speeds before becoming obsolete. This is why most people find war much easier on Marathon.
#2 is really only relevant in relation to two things that I've found. First, despite the fact that units are proportionally cheaper compared to buildings on Marathon, the AI doesn't build any differently. So they'll have less units than they should.
Second, the cheaper unit cost combined with gold rushing allows you to crank out huge numbers of units very very quickly (when compared to the overall game speed) if you really need too. Also, setting tech research to 0 for a few turns so you can upgrade old units en-masse isn't usually an issue at all.
#3 is self-explanatory so I won't discuss it
#4 is also pretty big despite the fact I spaced it off in my initial post

. Once the barbs start coming they come at the same rate independant of game speed (at least from my experiance). So on Marathon it is quite possible (and actually happens a lot to me) for the barbs, even the regular barbs, to be much, much more of a threat than other civs throughout the ancient and classical eras. More barb spawns per unit you build (because you build slower but the barbs spawn the same), combined with the fact that it takes more turns to settle the land (as settlers build slower too), means that I face far more barbs on Marathon than on Normal. Despite this I still like the Marathon speed for the reasons above, and learning how to deal with barbs is a skill you need anyway.