Yes.
1. Play the GOTM where the challenge is not just how well you do against the AI, but how well you do compared with other players some of which are masters.
2. Play custom maps. It is amazing how much you can change the game with simply a custom map. We sometimes do that in GOTM. For example, GOTM 25 was a bloolust on large earth map with the human player starting in New Zealand. Also take a look at GOTMs 53 and 55.
Create a true Archipelago map (lots of tiny islands) yourself and see how different the game becomes. For more challenge, make the islands far enough apart not to be reachable with a Trireme in one turn.
3. Play scenarios. There are plenty on this site. We sometimes do that in GOTMs as well. Take a look at GOTMs 50 and 60 (the current one which started a week ago).