Strategy

I haven't done the Cholas UHVs (I think that's the conquest one) but the culture one (Cheras) wasn't too hard. I captured all the cities in Tamil Nadu through culture flipping by 220 AD, then just spammed farms everywhere. The Cheras capital gets crazy production so it can churn out temples and pilgrims really fast. In the other two cities I just had all farms and then 2-3 labourers. The Mauryas were nice and gave me Buddhist Wisdom for free and I built a missionary in the city in Kerala, otherwise it was just a lot of culture and building pilgrims.
 
Seleucids (svn 261, monarch):

Spoiler :
Got the first UHV (Alexander's empire) in 205 BC, the second (3rd GG) sometime towards the end of the 2nd century BC, and held the whole empire until the end (settled Gedrosia too just in case).

Could have gotten the first UHV much sooner, but I was worried about my economy and greatly underestimated how much gold I would get from capturing the Egyptian cities. Therefore I didn't finish the western conquests until two turns after Bactria spawned and had to retake Bactria (I had already settled A. Oxiana).

*Gifting any Indian city to the Mauryas will get you three war elephants per city gifted (this is one of the coolest historical features I've seen in this game, as Chandragupta really did give Seleucus 500 war elephants in exchange for the Indus territories)

I sent two starting phalangites to India and conquered and gifted the three cities along the Indus. Three war elephants were sent to take Maracanda and stayed to help defend the eastern provinces. I built a settler in A. Margiana and settled Bactria. Just like that, the east is done (or so I thought).

In the west, I used the rest of my starting units to take Tyre, Antioch, and Tarsus, and then stopped there. Barbarian horsemen will begin to ravage Southern Mesopotamia very soon, so be prepared to defend.

The real challenge for the Seleucids (I think) is your economy. Even without mercenaries just my nine war elephants were sapping my treasury, so I built markets everywhere and worked merchants where possible. The great thing about the elephant exchange is that it allows you to focus on your economy and not worry about building units everywhere.

Once your economy is sound enough go ahead and take the western provinces (again, this will net you a lot of gold, so take that into account and don't wait too long, or you'll have to go back east).

The GG's should come easily enough, just make sure to use the first two to give the leadership promotion and use those as much as possible. You can also look for well-defended Indy cities and attack those (I don't capture them, I just kill all but one defender).

At this point you should be in control of an economically stable super-empire, so you have the resources to crush the Parthians, Sakas, and whoever else you want.

Seriously, this is as close as you'll get in CIV to being Alexander (except where you actually maintain a prosperous, syncretic empire based in Babylonia instead of just dying right away).
 
sad to say the elephant exchange is only supposed to work once... I'll fix it
 
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