Conquest isn't very hard for me. In Warlord and above, the AI players try to push you around with their demands, which I hate to give into. So I always just have a good military that I keep on hand or leave an unprotected settler near the AI, and they usually fight me, then I destroy them in the spirit of "self defense." Corruption isn't as bad and there's less rep hit.
Peaceful victories are hard to win for me because the AI players like to demand everything that they can from me. If I accept, I miss out on good things like luxuries, or they take a tech that I was going to sell to every civ, and they sell it instead. So I'm basically a punching bag for the AI until they destroy me (if I try to protect my cities with a million spearmen, I can't build anything else, and when protective units need resources, the AI gets rid of all of my resources for them.)