How about the AI of Europe Universalis 3 / diplomocy etc.. such kind of games? Are those games better at these things?

I can't answer whether the AI could be programmed for better diplomacy but as to the tech choices, AI in any game is based on attrition, attrition and attrition and in this game that means war. It is natural for the AI to research ship tech.

(BTW they often choose missiles in my games)

I'd just like to see the AI to have a plan ready before it declares war. Scout out what planets the enemy has, what PQ they are. How many defenders? How strong? What Attack? What Defense? What kind of important resources are nearby and are owned by the enemy? If they are, prefer morale and military resources(they increase both the chance of winning fleet to fleet, and ground battles)as first targets.

Target important trade worlds(just check how many trade routes each one has) to collapse economy, or to force the enemy to lower his spending, or even cause relations with other races to collapse to the brink of war. Check if he has allies, and check if those allies are allied with you as well, if not then check how close that ally is, and determine the earliest point of counterattack by the ally. Keep strong guard on the border he is likely to attack from. Basically the AI should have a list of important targets, and important choke points to defend. And check for allies, and the point which they will most likely attack from before declaring war.

Currently, usually the AI succeeds if it manages to pick on a weaker civ, but later game when there are quite extensive ally networks, it picks on a weaker but gets decimated by an alliance that is overall stronger than he, and his allies are. But sometimes it keeps declaring war without gaining any territory, while loosing much itself. Sometimes it declares war when it already is loosing three different wars, and makes no attempt at my territory cause it cannot spare any ships nearby.

It should also consider attacks which don't always necessitate gain of territory, but gain it galactic resources or other advantages it can utilize later, or right away. If some race has abundant military resources, why not grab a few from them to keep them from becoming too powerful?

I've also been bothered by the opposite - AI being too reluctant to declare war, no matter how close to victory I am. "Sure, this civilisation almost acheived technology victory, but we REALLY like them and also, they sell stuff to us. So let's leave them alone!"