Are you playing on normal speed setting? If so, then unless you are a micro freak, than your games should be faster paced.
Funny - I find it's dependent sometimes on the game. The nobles club charlemagne game I shadowed on immortal/normal and it took me about 6 1/2 hours to finish that one, because the amount of war was insane.
Peaceful games typically fly for me, war-intense games go a bit slower.