What is your favorite strategy for eventually ending the game with a win and on what difficulty level?
I know some people like to start trouble as soon as they research the invasion techs and just pick off everybody as quickly as possible. For me personally, I don't ally with anyone and try to avoid getting dragged into wars as much possible while I build the infrastructure on my colonies and researching as far up a weapon line as possible.
I only go to war when and if someone attacks me (rare), a war starts due to some random event (assassination) or someone is dominating the map and becoming a clear threat to everyone else. In the 3rd case, I'll try giving someone a bunch of warships to help them fight the big guy rather than getting involved myself, unless that's not doing any good.
When I decide it's finally time to start a war myself, I usually pick off the weaker civs to absorb their resources, then either take on the strongest or ally with them to end it with a political victory. It makes the game drag on longer, but I prefer playing it that way.
I play "Tough" normally.