This is not Civ IV, where you could just storm out and build giant empires without much thought and just culture-bomb the worse offenders into happiness. You have to work on it, with the right social policies, for instance. Which is why they have helpful little notes on the top with things like "good for great empires". And my experience is that the conquer-consolidate cycles are a lot more important in this game: You have to take a break after so much land grabbing to sort everything out. Practice on tiny/quick for a bit until you get the hang of it. Oh, and don't try world domination as Gandhi.
Methinks the OP is frustrated that Civ V is not Civ IV. True. But this is one of those Buddhist "craving makes you unhappy" things -- they are different, because Civ V makes you work for your large, majestic empire. It is harder and more frustrating, yes, because it has been "clevered up". But this in my book is a Good Thing.
Now if only my computer could handle the Huge Maps at passible speed ...