It's rare for me to reload. The only time I restart a new game is when I'm given a Civ that I just really don't feel like playing. Once I get a game going, the only time I reload is if I made a mistake due to oversight. I have a bad memory and easily forget to do important things when I get mired in less important details.
In my current game as the Greeks, I got the shaft with a really miserable starting location, but stuck it out anyway to see what I could do (which is not much). I'm dead last in score and a good 5-8 techs behind the leaders. Well, I realized how far behind I was and went for gunpowder just in case I was thrown into a war. I started modernizing my army up from longbowmen and phalanxes to musketmen and knights, and for some reason Napoleon decided he just couldn't live without a slice of my ramshackle little empire. Using the computer's favorite "sneak attack", he declared war and immediately landed two galleons of riflemen and knights right outside of my capital. I had two musketmen and two longbowmen in the capital to defend, and immediately set about rushing knights to back up the city, and was getting ready to send musketmen there as well.
I took a moment to go to my best buds the Mongols (first in score and size) to see if they would help me fight off the French, and Kublai apparently has no contact with Napoleon. The English do, but Elizabeth decides she doesn't like her fellow Muslims enough to come to our aid. Well, by doing that I forgot to march my musketmen up from my nearest cities to help hold the capital, and after a turn or two of brutal fighting, the valiant defenders of Christantinople fell and the French took it with a battered riflemen. I immediately counterattacked with a knight and took it back the very same turn, only to find that HALF my improvements were gone - aqueduct, theater, market and so on were all destroyed in the span of about 4 seconds of play.
Needless to say, I was pretty miffed that A)I forgot to bring up my reinforcements that would have easily held the city and B) the computer can somehow disband my improvements in a city when it's not even their turn (or is there a chance that buildings are destroyed when a city is conquered?).