I don't play with a VC in mind. I usually just play along, do war, expand, and try to have the largest and most productive empire with lots of happy people. Being rich and powerful, I want to expand, or sometimes I go to war just because I have the military to do so, or because I don't want to pay those 80gpt for a luxury I can conquer with 1/10 of my military. And playing by these lines, I usually win by Domination in the mid Industrial Age.
But I also like 20K victories, maybe because I like wonders (who doesn't?) and some times my start location is perfect for building. But those are the most frustrating, since some times you just can't stop the cascade and miss some of your favorite wonders. And here, there's nothing you can do to get it back. In conquest you destroy, in domination you conquer... you control the speed at which you achieve victory. But when you miss a wonder, it is gone forever. Even if you capture the city that built Shakespeare's, you have the wonder but not the culture, and your 20k city won't have those 8 culture points per turn.