I personally like to play a custom speed with the turns and tech rate of Epic but letting units, buildings, and improvements be built as if on Quick. You could do the same with Marathon and quick, but that just seems like too much. (I also never allow a time victory anyway)
Make you you edit C:\Program Files\Firaxis Games\Sid Meier's Civilization 4\Beyond the Sword\Assets\XML\GameInfo\CIV4CultureLevelInfox.xml too if you add a new level, or else cities will attain legendary status 1 turn after being built, with 0 culture.
I've also found that the early game seems a lot better if you change <iMinCity>1 to <iMinCity>3 in <Type>YIELD_PRODUCTION</Type> in C:\Program Files\Firaxis Games\Sid Meier's Civilization 4\Beyond the Sword\Assets\XML\GameInfo\CIV4YieldInfos.xml. That makes new cities more productive, but doesn't matter so much when the cities get larger. I like this better than just increasing the game speeds production rate or making things cheaper, since it doesn't lead to making things too cheap in the late game.
(I haven't actually tried this in the main game, since I mostly play FfH or FfH modmods, including my own. It would probably be good there too though, since the problem of tech coming so fast they obsolete armies is even greater in the main game.)