I say my strategy but I'm sure this strategy has probably been discussed here already or similar variations. I wanted to post anyway for future reference and perhaps someone might find it useful.
Settings are...
Egyptians, small map size, pangaea, standard game speed, random opponents. Everything else is just set at default, and of course immortal.
Initial strategy is to win via cultural victory however you may end up winning through domination depending on how strong your opponents are late in the game. The best thing about this strategy is you can fall back on cultural victory if they have a ridiculously large army. You can also use this for the one city challenge as I don't build any cities and only puppet a few cities.
This strategy is also not fool proof as it requires building both Hanging Gardens and Great Library which occasionally the AI will beat you to it. However if you get both then you are in a good position to win the game.
In the beginning
Starting position is really important so a start with marble, river and decent production and as many workable tiles as possible is essential.
Overview
If you time it right you can switch from Great Library to Hanging Gardens with 1 turn to go then by the time you finish Hanging Gardens you will have researched Philosophy and can research Civil service with your free tech from Great Library (CS sling shot). You should get a new policy about this time which will allow you to get Legalism giving you a free Burial Tomb, switch on your great artist specialist straight away.
Once you get to about population 6 or 7 in your capital switch to production focus and make sure you get your Marble hooked up as soon as you can. I also go and capture my neighboring civil states Worker as soon as it pops as your capital will grow super quick with hanging gardens so two workers is useful. Farm pretty much everything by river tiles, build lumber mills and mines elsewhere, no need for trading posts.
Build order...
Monument -> Worker -> Granary -> Library -> Great Library (switch to Hanging Gardens when Mathematics discovered) -> Hanging Gardens -> Great Library
Research order...
Pottery -> Mining -> Archery -> Writing -> Masonry -> Animal Husbandry -> Wheel -> Mathematics -> Trapping -> Philosophy
Policies...
Adopt tradition then honor, then all policies in tradition. Aristocracy -> Oligarchy -> Legalism (only if you have Philosophy, otherwise Warrior Code then Legalism. Try to avoid killing too many barbarians so that you can get Legalism) -> Landed Elite -> Monarchy
Classical/Medieval Era
Overview
You want to build National College then the Oracle then the Chichen Itza. You may also need to build a few pikeman at this stage to help defend your city. You also want to start stock piling cash, trade everything you possibly can ensuring you have enough happiness to keep growing your capital.
Every great artist that pops build a landmark near you capital and lock that tile to ensure it's always used.
The next step at this stage is to get to Machinery so you can upgrade your archers to cross bowman. You should have about three archers (purchased) and either a spearman (if you got an upgrade from ancient ruin) or a warrior.
It's about this time you want to start building roads towards your neighbors so that you can move your army quickly.
Then you want to do a Gunpowder/Chemistry slingshot using the free scientists from the Oxford University and the Porcelain Tower.
Build order...
Stoneworks -> National College -> Oracle -> Chichen Itza -> Hagia Sophia -> Notre Dame (use engineer from Hagia Sohpia) -> Porcelain Tower (use scientist for Gunpowder) -> Workshop -> Forge (if useful) -> Ironworks -> Oxford University (time it to be built as soon as Gunpowder available) -> Barracks -> Heroic Epic -> Armory
Research order...
Bronze Working -> Iron Working -> Construction -> Theology -> Education -> Engineering -> Machinery -> Metal Casting -> Physics -> Steel -> Gunpowder (Free) -> Chemistry (Free)
Policies...
Complete all honor policies
Renaissance Era
Overview
It's now time to take advantage of your cannons, so buy as many as you can and build about an equal number of cannons as musketman. Two armies should do it 3-4 musketman and 3-4 cannons in each with a great general and your crossbowman. Make sure you get a couple of scouts so you can work out who to attack first and where, sometimes it's obvious other times not so much.
When promoting units I usually focus on cover defense for my musketman, that combined with the 10% flanking bonus from the Discipline policy and 25% bonus from your Great General means you should be able to roll a couple of opponents relatively easy. Also medic is useful as well.
I mainly only puppet capitals and the odd city in between to stop other opponents from settling there and messing up your trade routes.
Build the Sistine Chapel if AI hasn't built it and once your army is big enough build the Opera House and assign artists and build The Hermitage
You should now have quite a bit of cash coming in so start strategically allying with civil states and adopt Patronage and beeline for Scholasticism.
Upgrade all of your mustketman as soon as you get rifleman and likewise your cannons when you get artillery. You should pop a scientist well before artillery, I just hold on to it and use it to research artillery once it is researchable (I'm not sure if that is the optimal way to use it though).
Build order...
Scouts x2/Canons x8/Musketman x8 (as many as is needed, keep an eye on military strength in demographics) -> Sistine Chapel (sometimes you might not get this) -> Taj Mahal
Research order...
Horseback riding -> Chivalry -> Acoustics -> Printing Press -> Metallurgy -> Rifling -> Fertilizer -> Banking -> Economics -> Military Science -> Dynamite (Free)
Policies...
Complete all honor policies
Industrial Era
Overview
By this stage you should be pretty much unbeatable. Unless one of the other Civ's have managed to do a lot of expanding/conquering themselves and have signed a lot of research agreements. It's quite important to get Porcelain Tower to stop them from teching ahead too far. If that is the case then you might want to just go into defensive mode and go for Cultural victory.
Beeline for Archaeology and build a Museum (assign artists) and Louvre then beeline for Telepgraph and build Cristo Redentor and get Radio for Broadcast Tower and Eiffel Tower. Then go for Mass media and if your capital is on the coast you can get the opera house as well which is a big bonus.
Once I have adopted all of the Patronage policies I then adopt all Piety and then all Freedom policies.
This strategy may not be 100% accurate as I am just going from memory and each game is different anyway so you may need to modify it slightly but providing you get a good starting position and no body beats you to the Great Library and the Hanging Gardens and you can effectively defend your capital until you research Gunpowder and Chemistry you should win most of the time.
Settings are...
Egyptians, small map size, pangaea, standard game speed, random opponents. Everything else is just set at default, and of course immortal.
Initial strategy is to win via cultural victory however you may end up winning through domination depending on how strong your opponents are late in the game. The best thing about this strategy is you can fall back on cultural victory if they have a ridiculously large army. You can also use this for the one city challenge as I don't build any cities and only puppet a few cities.
This strategy is also not fool proof as it requires building both Hanging Gardens and Great Library which occasionally the AI will beat you to it. However if you get both then you are in a good position to win the game.
In the beginning
Starting position is really important so a start with marble, river and decent production and as many workable tiles as possible is essential.
Overview
If you time it right you can switch from Great Library to Hanging Gardens with 1 turn to go then by the time you finish Hanging Gardens you will have researched Philosophy and can research Civil service with your free tech from Great Library (CS sling shot). You should get a new policy about this time which will allow you to get Legalism giving you a free Burial Tomb, switch on your great artist specialist straight away.
Once you get to about population 6 or 7 in your capital switch to production focus and make sure you get your Marble hooked up as soon as you can. I also go and capture my neighboring civil states Worker as soon as it pops as your capital will grow super quick with hanging gardens so two workers is useful. Farm pretty much everything by river tiles, build lumber mills and mines elsewhere, no need for trading posts.
Build order...
Monument -> Worker -> Granary -> Library -> Great Library (switch to Hanging Gardens when Mathematics discovered) -> Hanging Gardens -> Great Library
Research order...
Pottery -> Mining -> Archery -> Writing -> Masonry -> Animal Husbandry -> Wheel -> Mathematics -> Trapping -> Philosophy
Policies...
Adopt tradition then honor, then all policies in tradition. Aristocracy -> Oligarchy -> Legalism (only if you have Philosophy, otherwise Warrior Code then Legalism. Try to avoid killing too many barbarians so that you can get Legalism) -> Landed Elite -> Monarchy
Classical/Medieval Era
Overview
You want to build National College then the Oracle then the Chichen Itza. You may also need to build a few pikeman at this stage to help defend your city. You also want to start stock piling cash, trade everything you possibly can ensuring you have enough happiness to keep growing your capital.
Every great artist that pops build a landmark near you capital and lock that tile to ensure it's always used.
The next step at this stage is to get to Machinery so you can upgrade your archers to cross bowman. You should have about three archers (purchased) and either a spearman (if you got an upgrade from ancient ruin) or a warrior.
It's about this time you want to start building roads towards your neighbors so that you can move your army quickly.
Then you want to do a Gunpowder/Chemistry slingshot using the free scientists from the Oxford University and the Porcelain Tower.
Build order...
Stoneworks -> National College -> Oracle -> Chichen Itza -> Hagia Sophia -> Notre Dame (use engineer from Hagia Sohpia) -> Porcelain Tower (use scientist for Gunpowder) -> Workshop -> Forge (if useful) -> Ironworks -> Oxford University (time it to be built as soon as Gunpowder available) -> Barracks -> Heroic Epic -> Armory
Research order...
Bronze Working -> Iron Working -> Construction -> Theology -> Education -> Engineering -> Machinery -> Metal Casting -> Physics -> Steel -> Gunpowder (Free) -> Chemistry (Free)
Policies...
Complete all honor policies
Renaissance Era
Overview
It's now time to take advantage of your cannons, so buy as many as you can and build about an equal number of cannons as musketman. Two armies should do it 3-4 musketman and 3-4 cannons in each with a great general and your crossbowman. Make sure you get a couple of scouts so you can work out who to attack first and where, sometimes it's obvious other times not so much.
When promoting units I usually focus on cover defense for my musketman, that combined with the 10% flanking bonus from the Discipline policy and 25% bonus from your Great General means you should be able to roll a couple of opponents relatively easy. Also medic is useful as well.
I mainly only puppet capitals and the odd city in between to stop other opponents from settling there and messing up your trade routes.
Build the Sistine Chapel if AI hasn't built it and once your army is big enough build the Opera House and assign artists and build The Hermitage
You should now have quite a bit of cash coming in so start strategically allying with civil states and adopt Patronage and beeline for Scholasticism.
Upgrade all of your mustketman as soon as you get rifleman and likewise your cannons when you get artillery. You should pop a scientist well before artillery, I just hold on to it and use it to research artillery once it is researchable (I'm not sure if that is the optimal way to use it though).
Build order...
Scouts x2/Canons x8/Musketman x8 (as many as is needed, keep an eye on military strength in demographics) -> Sistine Chapel (sometimes you might not get this) -> Taj Mahal
Research order...
Horseback riding -> Chivalry -> Acoustics -> Printing Press -> Metallurgy -> Rifling -> Fertilizer -> Banking -> Economics -> Military Science -> Dynamite (Free)
Policies...
Complete all honor policies
Industrial Era
Overview
By this stage you should be pretty much unbeatable. Unless one of the other Civ's have managed to do a lot of expanding/conquering themselves and have signed a lot of research agreements. It's quite important to get Porcelain Tower to stop them from teching ahead too far. If that is the case then you might want to just go into defensive mode and go for Cultural victory.
Beeline for Archaeology and build a Museum (assign artists) and Louvre then beeline for Telepgraph and build Cristo Redentor and get Radio for Broadcast Tower and Eiffel Tower. Then go for Mass media and if your capital is on the coast you can get the opera house as well which is a big bonus.
Once I have adopted all of the Patronage policies I then adopt all Piety and then all Freedom policies.
This strategy may not be 100% accurate as I am just going from memory and each game is different anyway so you may need to modify it slightly but providing you get a good starting position and no body beats you to the Great Library and the Hanging Gardens and you can effectively defend your capital until you research Gunpowder and Chemistry you should win most of the time.