Conquest, for me. I'm an incredibly defensive player and rarely fight more than one war in each game. The first game I won was through the Histograph. I also feel dreadfully unsatisfied when I play a SHORT game of Civilization, so I never aim for a tiny-map-conquest...
In fact, the one time I DID play for conquest I ended up losing horribly. Of course, when I'm the defender, I'm nigh impenetrable.