I unwaveringly play Large or Huge Terra maps as I like the idea of playing on a map as close to a realistic Earth as possible. I suppose a Continents map could also serve that purpose, but I find that Terra produces more realistic Earth-like maps.
As for my empire, I almost always pick either Greek-Alexander or American-either for my Civ, although I have been known to occasionally choose French-Napoleon for my Civ. I choose Alexander or Napoleon b/c I really like thier traits, Agressive is my favorite, and then I like either Philosophical or Industrious as my second choice thus always bringing me back to those two leaders. I pick the American empire for obvious reasons, me being an American myself, and while I find the American leaders traits to be alright, I much prefer Alexanders or Napoleons trait combos for my playstyle. If I am feeling daring I will choose a random Civ for myself, although I don't really like doing this very much. As for the AI Civs I never choose them as I MUCH prefer the challenge of random opponents as it keeps me on my toes.
The only other quirks or prefrences I have when starting a new game is that difficulty be set to at least at Noble and the pace be Normal. The reason for this being I am still working my way through the learning curve as Civ4 is my first Civilization game. So I started off playing at Chieftan, and right now I am playing my games at Prince and am having some measure of success although I don't think I'm quite ready to move up to the next setting yet as there seems to be a fairly large progression in difficulty from step to step.