Take a shot and LOST!!!
Immortal, NO TECHNOLOGIE TRADING, large map, romans, conquest.
Firtst, short description, then comments. Try not to write very long post
No technologie trading is a real chalenge. Beggining, startegy - optimazied expansion, no wartime. At the middle of the game my civilization was an average size. Then tried to use my legionaries. First, due to what I've learned from previous games, built an army, doesn't matter it cost some to support them and research was limited a bit. Aimed my neighbour, cause I don't like long-distance wars, second - it was smaller than me. War last over 200 years (from 1600AD to 1800). First - eliminated enemys army sent in order to destroy me. Then came boring time - capturing enemy's town. I didn't eliminated my enemy. He saved only the capital. Some say it was a mistake, but at the end culture rate was about 50%. I decided to cease fire, by ending war. decided to finish him later. But unvelible thing happened. He had only a capital but achieved Industrialism (tanks) earlier he had just infantry, while my best unit was grrrrrrrrrenadier (comment later), I just couldn't belive it. My expansion was quite equal and succesive. Short explanation is neccesery right now. At the beginig of this war enemys best defensive unit was longbowman, that's why decided to exterminate him. But he achieved grenadier very fast. Don't lie when say he developed chemistry in one turn. I have see only one musketman. Many experienced (if any could bee this time) players know that AI cheats. Al units stationated in enemys city are automaticcaly upgraded when developing skill (or the price of upgrading unit is laugh). Some other turns lasted, infantry appeared in enemy's stack. My theory - on immortal level all fields produce max commerce or even more. So farm produce 4 food and probably 6 commerce. That's why destroing ennemys improvment doesn't strike his economy.
In about 2020 started developing Future Tech, and the 2nd nation declared war on me. It was small problem, cause I just started creating an army. It was to predict, cause 7 turns earlier he turned to Vassalage, but I just don't like to stop creating city's important buildings at half. It strikes the harmony and beauty of the game. I don't like reloads too. Permanent reloads is for me just an abstraction, but I could try this way finally. First round - enemy took 1 city. I was signed Defensive Pact with one smaller (but more developed of course

) civilization so I thought, I take a try. Addopted Police State, Nationhood and Theocracy. But at my anarchy time another AI player declared war on me. Said, don't like reload so retired.
No some comments. Some wise words .... maybe :/
To win the game on these conditions, max surface is required. Maybe avoiding producing workers at the early beggining is a good strategy. Max expansion.
Another thing and probably my mistake. Any war which you don't take part in, is your loss. In any war there is some weak and some strong. Take the strong part and take some cities. In my game I resigned to take part in some wars, but it would be a long disstance war. On my hardware it demands a lot of patience. However one or tho cities on the other side of the world could be useful. They are of course to lose, but they can attract some enemy forces (depends on enemy location).
Don't neglect civics like: Free spech and pacifism. First one is important to take cultural domination over rivals territory and even to take his cities. And don't be afraid of building towns near to enemy teriitory or even in uncomfortable location. I found one city like that, constructed Hermitage and set some great artist in a city. My culture became fast influencial, and was close to take two rivals cities. In the beggining of the game setting culture bomb (great work) gives good results. However there is a problem to create fast a great artist without philosofical civ or pacifism civic.
I don't understand why AI don't constract Oxford University. Is it a bug? However the fact gives us an adventage. Possibly constructing OU in a capital and choosing Beaurocracy is a good choice. In my case the capital produced over 400 points of science. If there wouldn't be any cities near to the capital, surely more. Could make the space for the capital manually, but I was too lazy. And sometimes it demands more import.
Grrrenadiers. The worst mistake i made is achieving Chemistry. Grenadiers are twice or triple expensive as pretorian an they are are worse city-conquerors. Their promotions are defence-based unfortunately. An there is some sort of joke, that I can't build pretorians (my familiar unit) after developing chemistry. I have a lot of problems to save my legionaries in capturing cities process. They have to attack as last. After 6 cattapults and 5 grenadiers. An they won. But same results would give the same count of base-experianced legionaries over grenadiers.
I'm a bit tired in writing this post. I'm not English unfortunately. The last thing ... In No technologie trading option conducting diplomacy is much more difficult. When this option is disabled, technologie exchange is once ... efficient, second ... improves relations with the second part, and third ... is very often so improved relation points don't fall. This gives you quite big adventage. However there is lack of time to build soldiers cause the technologie developing is rapid (my previous post ... but maybe I did somothing wrong).
And the question. Have any one of brave warriors a list of Future technologie features? How mant futere technologies are in civ4? And the features perhaps? I would aprreciate any help

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Still learning ...