Depends on the victory type. You can decide whether you're going for science or culture victory pretty late, and you can switch between the two pretty late as well. Since
and
increase exponentially throughout the game, early
/
really doesn't matter too much to victory (unless you fall like really behind on techs). All of the medieval/industrial policy choices also can work well for both science/culture victory, so I find that you should generally pick what is the strongest in the moment rather than what is better for eventual victory. It also helps that for both victory types, you want to focus on the top of the tech tree, with key techs for both science/cultural victory like Architecture, Scientific Theory, Archaeology, Plastics, Radio being on the top. I find that a good time to have a general idea by is Industrial, since if you want to go for tourism, being aggressive with archaeologists is pretty important. Definitely by ideologies you should know what you are going for, but even then all of the ideologies have enough flexibility to go for any victory condition, even if they may be more suited to some.
However, I find that for diplomatic victory, you need to commit slightly earlier, since early game decisions have a greater impact. You really want Statecraft if you are going diplomatic, since it just gives so many extra votes if you get Palace of Westminster. Your belief choices are also much more important for diplomatic than for science/culture, since Way of Noble Truths is a huge source of influence late game that lets you compete for heavily contested city-states even without spheres of influence. You also really want to pick an aggressive spreading religion to get the extra votes from religious authority. Going for Great Diplomats to get embassies early is also a key decision you have to make early on.
As for domination, I never really go for it formally, as I find if you conquer enough you can win by any other method faster. War can usually be a key part of any strategy, even if you're not going domination, so I feel like you never specifically focus on domination victory. If you do, generally going for imperialism/autocracy is the key decision here.
Another thing to keep in mind is that you often need to change your victory condition depending on the other civs in the game. If there are many strong cultural civs like Netherlands, Brazil, etc. then cultural victory is much harder, same for diplomatic victory if Austria is in the game, etc.
But yeah, generally I don't go all in on a victory condition until pretty late, and just try to focus on getting into a strong position, with the exception of diplomatic victory. This is on standard diety, but I'd imagine it would be even more true for other difficulties/settings.