i'm addicted to OCC. i aim for diplo or space more often than conquering the world tho. i hardly ever set out to conquer even in zillion-city games, it's not my strength. so even tho this post got way way too long, some of it may not apply to "go out and bash head" OCCs, oops.
about what level to try for your first, i'm really not sure. i find them easier than non-OCC games, when i'm playing the type that is my strength, and can go two levels higher. for my "i'm gonna beat up the world" OCCs i step down, i suck at conquering the world in the first place. but i've played a lot of OCCs and truly can't remember what it was like for my first. maybe try lower than usual? IME you'll find yourself teching faster than you usually do, but in a warmonger game being able to make units from just one city is a REAL big difference of course. they're really quick games (until you get to the late game move-a-zillion-troops-around stage) and if that level is boring and easy you'll find out fast enough i think, and can start another at a higher level when the mood strikes you.
expansive gives +3 health in vanilla but only +2 in warlords/BtS. it was one of my favorite OCC traits, however i haven't tried one in BtS. with the new national wonder that eliminates unhealthiness from population, at that point you'd not need it at all. that point comes late in the game, so i haven't actually tested out in practice whether expansive is still useful enough for long enough. related to ...
in vanilla and warlords you can build each and every national wonder in your city. in BtS you're limited to five. when you build your first one, you'll get the standard pop-up that says you can only build 2, that's a bug don't freak out. but you do have to pick and choose.
"Philosophical to get great people (I'm thinking scientists for bulbing and Engineers to build)"
i don't think like you do for GSs and GEs. if you nab pyramids and can run Rep, life is spiffy. i settle almost all GPs. exceptions i can think of are academy, bulbing maybe edu/philo and in odd cases theo. i can't remember rushing wonders intentionally with GEs (except UN going diplo). if i'm doing space and get a GE late game, sometimes rushing a wonder to deny it to them does me a world of good slowing down their spaceship building, vs the value i'd get settling him that late. but most of the game, they move in.
globe theatre, don't build it until you need it. when you run HR, happiness is a nonissue with troops sitting there, and globe adds GA points which are gonna be your least preferred GPs. even for starting golden ages, those are worthless when your empire is one city. so artists are gonna get settled or bulbed (i great work the first if it gets me resources in the 4th? ring). you are gonna have happiness issues (well, i guess unless you kill 'em all before they go emanc *giggle*), so when you do, globe rocks since your entire empire loves you forever. then trade all your happiness resources for health ones if the world permits trading (see next paragraph). prioritize easily doubled ones (granary, harbor if you're coastal) and don't forget that some happies gain health with a grocer.
i micro the trade screen more than sane people do. if somebody has a health resource to trade today, they might not tomorrow, since there are other potential customers in the world. so if i can, i trade for them now, even before i need them, so that hatty or whoever thinks of those pigs as mine. if it's before currency i'll trade my only cows or gems (pre-globe) to her or whatever, it's that important to me to have health to support population/specialists. but i'm insane and have a high tolerance for micromanaging diplomacy. which you have to do, ongoing resource trades can be dangerous since "cancel trades with the vile egyptians" demands are guaranteed to get you a -1 with one side or the other, so you have to micro watch the relationships between the AIs too. if you have scary neighbors you're not ready to fight yet, you don't want to be caught trading with their worst enemy. i'm really good at the political mind-games and making alex my attack dog etc so i feel confident handling that sort of thing. you've experienced that in normal games i know, just emphasizing that it's synergistic in OCC ... you need resources from trades more than you're used to, but those "OMG i was not ready for this right now" DoWs hurt you more too.
that diplomacy factor is part of why (finally getting around to answering one of your specific questions) ... my favorite OCC traits have been expansive, philo, and spiritual. i adore spiritual since i tend to try to stay out of wars, fight fake ones, and/or hire attack dogs to fight for me. spiritual is the best thing evah for that. also lets me swap between rep and US, and various civics to get more exp if i do have to fight. you're probably gonna conquer the world so you may not get as much out of spiritual as i do, and expansive may not be worth it any more with national park available in BtS. i really love philo. altho financial isn't totally key since most of my tech comes from specialists eventually, i have done well as Liz on deity since fin lets me tech fast early game before my city becomes uber. well, fast for deity, which still means "here this might be of use to you" gifts from the AI, but hey, i got to alpha and GLib first. lots of options out there, and listen to people far more qualified than me about the warmonger ones.
i've never played with the industrious trait in OCC, only times i've missed it are on deity when gandhi and mansa beat me to UN by 1-3 turns when my entire goal was a diplo win, my GE can't quite complete it by himself since my city isn't big enough. ind might have helped there and that sucks soooooooo bad. but hey, at least losing doesn't take more than a few hours and i don't get ranked as dan quayle.
oh yeah, great wall totally rocks for war games, even tho your cultural borders really won't be that big. the bad guys will be coming to your cultural borders, and better for you to get the bonus GG points than them. in BtS the extra spy points will be cool too i imagine. and keeping the barbs out is a godsend, keeping in mind that i'm a terrible warmonger mind you. i find great wall essential if i'm setting out to conquer the world in OCC. the barb cities are gonna pop back up as the AI cities get razed, since by definition that city being there was fogbusting the area. once you're doing your job right "bringing back the barb fog of war" in that manner, barbs will have only you to harass on a certain area of the map. that is just flat a pain in the candyass. my military troops have enemy cities to raze, i don't want the bother of barb pillaging.
monarch and lower, it's easier than you'd expect to go quite wonder-crazy in OCC (even not ind). my high-level OCCs the only world wonders i think i really truly try for there are pyramids, GLib, oracle, and hanging gardens, add in GWall if war. lower levels it's fun to go wonder crazy. several are spiffy keen, like i've even been known to build SoL! sounds bizarre but it's a specialist, yummy GM points, and denying it to the AI
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i try to chop as few forests in the cross as i can for health, not even including defense. i'm hyper super nitpicky about putting anything (even a road) on a tile i hope a forest will spread to, since chopping is so handy for expensive things like oxford when that time comes around. as AnaNg mentioned, i improve outside the BFC so that incoming armies will pillage that junk and give me more time to prepare. your workers will have long stretches of time with nothing to do, but you want to keep them around to fix stuff that does get pillaged during wars or sabotaged during space race, that's something to keep 'em entertained.
i do restart if i don't have at least one of iron/copper/horses by the time i've discovered the techs. it's a personal call but for me, it's no fun to have at none of the first three, particularly the one my UU needs, so i restart. and i regen at turn 0 until i get a start i like, since i only ever get the one city. i played one game with iron/copper and ivory but no ponies, turned out i had no oil and no uranium. i was never ever gonna get oil, not in OCC always war! i had war elephants around until the end, but industrialism meant i couldn't make new ones. no cavs, no gunships, i learned why mech inf take no resources thank goodness. was hysterical fun and silly.
cultural is out unless you PA with an AI, which is really really odd. i did it once but just to have done it, takes a long time and a certain kind of mood.
random note that applies to peacetime: IME the higher level you play on, the more missionaries the AI will spread to you. i had a deity game where there were zero wars, and my city ended up with all 7 religions even tho i'd only ever founded conf!!! given that some of their mishes probably failed, that's a lot of effort they expended. sure they wanted gold for their shrines, but it gave me more culture options even tho i didn't need the happiness then, i'll take it thanks! in BtS, you can now build cathedrals in OCC with just one temple, so that should add tons of culture. that wasn't an option in other versions. and trust me, on higher levels they will settle as close to you as they can get, so you will want culture. well, if you're conquering their cities as fast as they can build them, maybe they won't get so close to you *giggle*.
my latest addiction is OCC deity diplo games. i usually lose. don't try it first, i'm crazy. if i'm aiming for diplo i save my first GE forever to build UN if i'm aiming for diplo. i can't capture it if someone else builds it, and i'll never be big enough in pop to qualify, so if somebody else builds it, oops! it's my favorite lately but i'm clearly insane.
ps haha compare our sigs!
Are attacking armies on higher levels less likely to be distracted by pillaging?
helps me outside the BFC even on deity. but then again i haven't played in BtS, maybe they've changed.
Depends on what you're looking at. My Ghandi win was inspired by someone's no army game so the only military unit I ever had was my initial warrior. As that was Diplo, I focused on religions (founding and spreading) and wonders.
haha awesome!!!!
) and military early on.
But yeah, if you're going to try for Space Race, gifting and trading techs like crazy isn't really going to help you out. And without an army you're going to have problems with that unless you can finagle a nice pet dog.
I did manage a diplo win though so all wasn't lost. Second attempt my city site was very poor, my planned PA vassalised to someone else so I gave that up. 
