I actually just beat my first game a couple hours ago.
Normally, I get stuck in a war with someone and I start to turtle and the war never goes anywhere. Or sometimes I focus on building my civ and start to do really well at the neglect of my defense, and then when a rival nation comes in with an overwhelming army, I get annoyed at seeing all of my hard work go down the drain, and I don't feel like completely shifting my focus to build an army just to get back to where I was. In both cases, it's much more fun to just start over and try a different civ and map.
This time, however, I sort of stacked the deck in my favor and chose the Luchuirp and a Highlands map. I'm doing my normal builder thing when I encounter the Hippus, and they ask me to declare war on their rival, the Illians. I say yes so that they like me more, but I really don't change my focus, much. Suddenly, my army tech is heads and shoulders above the Illians without even trying, and they're just to the north of me, so I send a bunch of trebuchets and champions up and just steamroll them. I keep almost all of his cities for myself, and by the time I wipe the Illians out, I'm such a powerhouse that the Hippus to my West and then the Malakim to my East want to become my vassals.
This is around turn 250, and I'm the only nation that has founded a religion, so I start sending my Thanes of Kilmorph to every nation that I have an open borders agreement with (all except one), wipe out a couple barbarian cities, and win a Religious victory before turn 300.
So, my first victory and my first completed game! It was fun.