A very good point, indeed. I am traditionally more of a builder. I play Noble and usually engage in a couple of wars each game in order to acquire resources or expand incrementally. I used this strategy in Civ3, and was well on my way to using it in Civ4, as well (in Civ2 I wasn't as wary of war). In the hundreds of Civ games I've played, I've probably only gotten a conquest or domination victory in 1/20th of my total games.
My games are always Noble, Standard, random everything else, with the exception of the map type, which Civ4 forces me to choose. Anyway, in my current game I chose a Terra map and drew Montezuma as my leader. So I decided that I should try to aim for a conquest/domination victory. I easily wiped out the first two civs I encountered, Tokugawa and Qin. Then I ended up in a war with Genghis, and ended up crippling him. He will most likely fall when I am able to turn my focus back towards him. Those Jaguars were very helpful in my early wars.
The problem I've had has been with diplomacy. All four of the remaining Civs, after the first two, are either pleased or friendly with each other, and none of them are more than Cautious with me. By the middle ages I found myself in a war with all four of them. I just took out Isabella last night, and hope to clean up Genghis after work. I've made peace with Bismark, and even gifted him a technology and some resources (I'm hoping to get him on my side in my eventual invasion of Caesar).
Caesar is the real problem. I am at the beginning of the Industrial Age, with three Civs remaining. I have a feeling Caesar will be a very tough nut to crack. Hopefully I will be able to take him out before he is able to win via Space Race.
In retrospect, I should've focused more on diplomacy. Having help in some of my wars would've gone a long way into speeding up my wars. I probably wouldn't have done as much defending of my own borders as conquesting foreign lands.
MM