I almost always play huge maps. Strategies for huge maps compared to small maps are so different you really can't compare them, or say which is harder. Huge maps give you more space to allow you to build your first few cities and more time for you (and the AI) to recover from a bad terrain starting position. But sometimes if you try and start a war, your units will be obsolete by the time you get them to the other side of the map to fight an AI opponent. And if you give the AI enough time to build their own cities their civ will be BIG. Tech speed is usually slower on larger maps.
But on smaller maps, you need to pay more attention to detail since each city will make up such a larger % of your empire. And the early land grabbing phase is so much more crucial, because the AI might not allow you ANY space to build a city! But if the AI starts off in bad terrain, he won't get any cities, so he'll be easy to kill off.
There are many options that others have mentioned:
1. Tournament (5 different divisions, so you can play in a competitive season, no matter what skill level you are at.) Tournament has different goals for each game, so you'll learn alot of different strategies for each victory condition by the end of the season.
2. GOTM - The spoiler thread will show how some people played towards their preferred victory condition and you can play and compare notes with other players. If you are going to submit your game, you can't read the spoilers thread until you've seen most(or all) of the map, though. You could also download old GOTM's
and play them at your own pace and read the corresponding spoiler thread.
3. Succession games and 'training day camps' - expert players will play along with you and give you tips and advice as the game goes along. This would give you more of a turn by turn analysis of your gameplay.
4. War Academy and the Strategy Articles forum.