Currently I am playing king difficulty @ marathon speed and I was always first or second in tech research, but it is surely a race because the AI spams lot more cities than I would do.
In the early game it is very important to grow fast in population. I am playing Japan, so the barbarians are not really a problem for me. Dealing with these grant culture, gold, experience through the appropiate policies.
Some wonders are really important for me, especially in the early game: e.g. the pyramids, which speed up improvements. So improvement of tiles is also vital, then comes settling. Look out for wonders which grant great scientists and such. Of course, if you have only one city, you shouldn't start builing a wonder: some military units, one or two workers, a settler and of course normal buildings have higher priority.
The first cities should be founded near (improved) luxury goods to keep the happiness above 0, besides the usual river, coastal, strat ressource tiles. Don't hesitate to settle many tiles away if there's something more valuable, you can close these gaps of your territory later.
At this time, you should have met a least one AI. Trade, open borders (if gold is a factor), try to establish alliances with ressource treaties.
In the tech tree, I choose improvement techs first, then military (to keep the AI at arm's length), gold (if this runs low), finaly culture (to spread the territory and speed up policies) and happiness (to maintain citiy growth and speed up golden ages) techs.
So these are some tips for marathon game speed

Don't know if they are applicable to faster speed settings.