I enjoy having Vassals. That way I don't have to incorporate expensive cities into my empire. Once or twice I've given a border city back to the vassal; more often, when I'm conquering a civ, I will raze his cities near my border and settle my own. Then I can take his other cities and give them back later, if necessary, while still getting my expansion needs satisfied - plus, more importantly, any resources they have that I want.
And while you can't declare war on your vassal, it leaves me free to vassalize some other unlucky soul. Repeat the process until you have the victory condition you desire.
I've even started experimenting with cooperative research - since they can't trade away what I give them, I research the important techs and leave non-critical techs to them. Then when I go to trade one of my cool techs for one of their second rate ones, they end up offering me all their gold too.
And while you can't declare war on your vassal, it leaves me free to vassalize some other unlucky soul. Repeat the process until you have the victory condition you desire.
I've even started experimenting with cooperative research - since they can't trade away what I give them, I research the important techs and leave non-critical techs to them. Then when I go to trade one of my cool techs for one of their second rate ones, they end up offering me all their gold too.