Well, I didn't suggest to play exclusively on higher levels, but definitely not below prince. Game rules are very different when you don't need to manage your happiness.
It depends on what type of person you are. If I played at Immortal I'd stop playing the game all together. It's all about what you want to get from the time you have to play the game. I can see my skills developing, I just want too enjoy the game as I do it.