I think I almost started a thread with the exact same title as this one a month ago.
I had the same problem. For months...until 2 hours ago.
The following thread, my own intelligence, and some luck helped me win my first Emperor game - I highly recomend it.
http://forums.civfanatics.com/showthread.php?p=7744402#post7744402
In lieu of this, I find turning off space and culture on Monarch to be challenging. Random personalities with these options can also be challenging as some of the civs that tech well are also super aggressive, and you don't know how to prepare yourself for their personalities, at least not at first. It makes diplomacy much trickier.
If you don't like these options, you can try to play against "broken" combos - Darius of HRE, Boudica (I prefer Lincoln) of Rome, Elizabeth of Korea (she got fission in 1850). Again, doing this on Monarch.
Buy yeah, I can't recommend this thread enough.
Or, try to win as Justinian on Monarch. I really don't want people telling me how good he is, I've tried with him 3 times, IMO he ain't much, though his music is cool and ever since going to Istanbul I've wanted to win as him.
Or you can play me (I've been told I'm slow though.) Also I have barely played multi-player, I might not be a challange. My time zone is Athens.