It really depends on what mood I'm in. Sometime I blitz from the start and sometimes I turtle and take some time before I take any settlements. And then there are cases where I cheat a lot to get the best troops I can get from the start. What can I say. I am the Cheatmaster after all
Also I have found that it's really interesting to play the game when all the factions have been controlled by the AI for the first 20-30 turns.