Early all the way for me, unless it's a faction I can't start as in Early. Generally, I feel like starting in a later era, it's not so orderly a start. Like the buildings and units are all over the place, like a patchwork pattern. Or like some of the work has been done for me, or nothing at all has been done where it should have been.

Anyway, it's always nice to build from the ground up. Unless you're playing XL, as the Bulgarians in High. Gotta love bribing Constantinople. You wouldn't get a gem like that in Early, seeing as how it's less developed when starting in Early.