Liquidphire, winning early gives you bonus points, but it is absolutely not the best way to get a high score. Milking a game for the highest possible point total is achieved more or less how you assumed. Just check out the HOF, and you'll notice no correlation between year of finish and point total.
That said, many good players don't bother going for very high scores, as they're pretty easy to achieve by milking, and take forever to achieve. I disagree with Dojoboy that the game disproportionately favors early wins, for the simple reason that they're harder to achieve (regardless of victory mode). Winning asap is the most obvious way of dominating a game, but once you start to hit a wall, some players create personal goals, like Cartouche Bee finishing a game one turn from winning in as many ways as possible.
Good luck kicking the game's butt, regardless of how you go about it.