I've been playing a game on King difficulty and the most annoying thing I find about leaders is that trade is practically useless with them. For example, I offered to ask the neighboring Indians what they'd exchange for 50 gold when they switched the tables and asked for 5 horses in exchange for nothing. In addition, I have been at war with Mongolia for the majority of the game because the only way they'll sign a peace treaty is if I give them all of my available resources, gold and the majority of my cities in exchange for nothing on their part. Thus, I have given up diplomacy and trying to get luxury resources to make my people happy because other civs won't make near reasonable deals. In fact, they bribe me into giving them resources promising they'd "give something back when times are better" but of course they never do. Fortunately, I am friends with every civ aside from the Mongols.