I will try at prince. This is for the simple reason I do not want to have any advantages. I am an immortal/deity player in civ4, however I want my first game to not be a oneside roflstomp from the AI.
On the other hand I expect even to loose my first game at prince, for the simple fact everything is one big learning experience in civ5, and if I do loose I will keep playing at prince, so I can improve.
If I win my first game however, I am certainly going to play the next difficulty.