Played this game, and ended up finishing it first of the 3 Monarch learning games posted so far.
Did some decent early expansion, knew mr. Caesar would be causing issues so I built up military and whacked him good (took 2 wars, both of which HE started

)
After that I was buddy-buddy with Isabella and SB for a good while thanks to a shared religion, but eventually a certain religious fanatic decided to go into FR, putting her at Cautious with me...well, soon enough the demands came, and I prepped for war again. Izzy got whacked good in a pretty long war, then vassalized to SB after I gave her peace (but not vassalized, I planned to finish the job after the 10 turn break).
Well, that put a wrench in things, and as SB was pissing me off by stealing techs and such other nasty espionage things, I just went with a big military buildup (by this time I'm cranking artillery, tanks, and infantry/marines, plus some air support). Declared on him, and was in the process of steamrolling both SB and Izzy when Willem built the UN, I got elected leader, and on a whim picked Diplo victory.
Well, thanks to my very friendly relations with Justinian, his votes plus my 50% population-worth of votes = diplo win before the domination win came to fruition. This felt more like a prince level game than a monarch one, to me. I wasn't aiming for a specific victory, but ended up heading towards military just due to the AI actions.