I just completed my first game. I like epic length games on huge maps, and so that's what I started out with. One thing that I noticed was that as your tech advances, it takes longer and longer to build (or incredible amounts of money to buy) some of the more advanced improvements (best example would be factory improvements). I reached the point where if I obtained a new planet, either by conquest or colonization, it would take anywhere from 150 to 400 turns just to build a factory, or over 9k to buy one. Granted, it would be a really incredibly advanced factory, but still, there's no option to start with a cheap one to help bootstrap things. It really seems silly that you can cripple yourself on new colonies simply by having too advanced a technology.
It really seems strange that this should have caused me so much of a problem. I felt really good about getting those technologies until I saw the pricetag that came along with them. -Haldur