I usually postpone victory a little, because some self determined goals were not yet accomplished. Usually these subgoals are along the line of wanting to destroy the final opponent with the strongest ships I can build (taking some more reasearch) or perfecting a particular planet.
With my last game, I've deliberatedly cancelled an influence victory by declaring war on one of the two remaining races. I was aiming for a conquest victory, but by accidentally stealing all the influence techs and being by far the most powerful faction, the influence victory is kind of 'forced' on me.
This game was interesting because the amount of planets was virtually doubled by an event. Now I'm thinking of continuing the game for a while and doing something silly with it..
I have one opponent and one ally left at the moment. I'm thinking of giving half of my planets to my ally or to a possibly emerging Minor or something. Or developing all the extra planets for a huge population.

I'm very interested to hear from other people what they did with games which were actually finished from a victory perspective.