The best way to win (not that I often achieve it), is to win a score victory: by preventing others from winning and "enjoying" the journey while postponing another victory condition until a suitable score is reached. A score of less than 2500 is ... disappointing (huge continents/wimpy Prince difficulty).
Once my 2500 goal is achieved I may allow myself to win via another victory condition or I may try to reach higher. My last game I actually ran out of time, though I had recently surpassed 2500 score.
I still maintain that the best victory requirements would be to get points (e.g. 300 or 500 each) for each of the current VC's, so that the winner would be the one with the most points, though the last civ standing could also win. Make it meaningful!