well, here's my thoughts...
domination victory on prince level, all 18 civilizations, largest map possible (continents).
if you play space race, it'll work in less time, less war. be ready for a long game if domination victory.
i use gandhi, but it can be any leader that starts with mining. gandhi's special unit is the fast worker (one extra movement) and gandhi also starts with mysticism and has no anarchy... wow.
so, you MUST be the master of a religion. i read above where someone said they avoided enemies by taking no religion. well, you also avoid enemies by making sure your religion spreads to as many neighbors as possible. for example, "we care for our brothers and sisters of the faith". although i play using gandhi, like i said, it can be any civilization that begins with mining or mining/mysticism, so i'll try to keep it general.
religion is important for many reasons. it helps research, it helps gold, it helps gain allies and it even helps culture. soooo, this offsets the need for some of the wonders you would otherwise build (and you spend no hammers on a growing religion)... i used to play without it, now that i play with it, there's no going back! it's really essential. and if you get it spreading early on and spreading everywhere, you will truly reap the benefits.
it's true you have to resist building certain things, but i view certain wonders as essential. pyramids might be an advantage, but i have become very accustomed to playing on without it. so, right off the bat, you have to get one of the first religions, buddhism or hinduism, no matter which, but that should be the very first tech you research.
once you begin, build an army. start sending out warriors to explore - but DO NOT tell them to "auto-explore". it may take a little more patience, but guide your warriors yourself within a reasonable distance to your capital, in every direction. the object here is to find your closest neighbor. by the time you have found one close by, you should have five or six warriors, give or take... AND you should have already founded a religion. once you pinpoint a neighbor, send all your warriors to their border while continuing to build a few more. you will want to attack with about 8.
in the meantime, research fishing and hunting. which one first depends whether you're on the water. once you have 8 warriors gathering at your neighbor's doorstep, begin building a worker (you should have a population of about 4). try to coordinate the completion of your worker with the completion of the research for bronze working. bronze working allows your worker to chop down a forest. hammers hammers hammers...
once your worker starts on forests, you could start building a settler. but don't, i avoid that at first... that's the purpose of the warrior army. even before any of your neighbors have a chance to defend themselves adequately, you attack. most of the time this will work... best if they have 2 warriors stationed in that city. if more, you may watch all your warriors die... if you don't mind a reload or two, you can improve your odds and take the city... so, instead of building a settler, you take your first city. and there is no "we yearn to rejoin our motherland" and no civilization will be angry with you because "you declared war on our friend". they simply will not have enough time to be friends with anybody. furthermore, this city you capture will start strong and stay strong with good resources in it's vicinity.
after the worker and bronze working, start researching archery so you have solid defense. while researching archery, begin stonehenge with haste. use the worker chop to finish stonehenge in a few turns. painless to build. after archery, get masonry... and hopefully you'll have stone or marble or both. after stonehenge, build archers, and just maybe one more worker (judgment call here). eventually, i like to group 3 workers together and set to automate. they work quick.
your next objective after stonehenge and archer defense is to research priesthood and get the oracle. you must get this by any means. the more forests a capital has, the better, but you do not want to chop them all down. leave one (health). once you get the oracle, take iron working. you should have either copper or iron on your map at that time. once you see one or both of these, you'll know where to put your next settler.
why stonehenge and the oracle? several reasons. stonehenge helps by placing a monument in every city, captured or not, which helps your border expand quicker, giving you access to nearby resources sooner. the oracle is important for the extra civic (in fact, any time you can claim an extra civic, take it -duh, haha). and iron working will give you one heck of an advantage for a short time.
the other, very important reason is that these two wonders make it possible to acquire your first great prophet very early in the game. they boost great person development and that is crucial, so both wonders have to be in your capital. once you get your prophet, you build the appropriate religious building for your state religion... (The Kashi Wishwanath or The Mahabodhi) and viola! if you have successfully spread your religion, you'll receive a +2 bonus to gold for every city that has your religion. i've played games where i never needed to reduce my research below 100% after doing this until much later in the game.
then it's all about more gold and more research. culture comes along on it's own. take alphabet, then writing, build libraries and monasteries, take literature and build the great library, and in your capitol if you can. the more you can boost the great person rate here, the better. therefore, it's also a good idea to get the parthenon. yes, you can do it.
next is civil service for the bureaucracy civic, then it's on to divine right... you must get divine right and build the spiral minaret. if you have built all your temples and monasteries, etc, you get +1 gold for each religious building in your cities. wow. a must.
now liberalism... you might also want to get Angkor Wat and Oxford University
other good ones to get, but you can do without:
Versailles
Chichen Itza
Hanging Gardens
Notre Dame
(later, you should be far enough ahead to build any wonder you want, satisfying the urge)
while your busy with all this, build your army. i see conquest in stages. you get iron, you build swordsmen and attack. once the effectiveness is gone, stay peaceful for a while. get catapults, build oodles of them and attack again. get the elephant if possible, do it again. try to have conquered two other countries at least by the time you get to canons. and build, and attack again. one note: it's good to attack the most advanced neighbor if possible. it only helps you stay ahead...
it's also a good idea to found as many other religions as you can. number 1 - you keep your neighbors from acquiring and using them (thereby switching away from your religion) and 2 - the spread of other religions founded by you only helps when you build the appropriate religious buildings.
wow, i thought this would be quick.... nope! haha
hope this helps. and i encourage criticism, help, advice, etc if anyone would like to add to this.