My understanding is that vista just slows everything down due to, in part, pretty graphics. I think theres a problem with the direct x install on vista (v10) being better than the one required/on Civ 4 (v9?). The latest patch sorted it tho.
Before the patch vista didnt like it.
I dont have many probs runnin Civ4 on a vista os laptop, now that i have the patch 1.61, or whatever it is, apart from it being a bit slow. (I put unit graphics to 1 from 3 and now theres only a bit of lag on big maps.)
I dont have Warlords so cant comment.