Have you tried to play the game using diplomacy? If i am getting bored what I tend to do is start using agents such as diplomats for gettting the most out fo the other factions, spies and assassins to use espionage as a fun thing to do.

also Try to stay small, I notice one thing that you all have said that you all get bored once you get over ten provinces and also assume that you all go for the most lucrative provinces... try not to do this try to stay within your own starting provinces for the first 10-15 turns just using agents dont Bribe armies, you'll soon find that your game is much more fun. I am playing the greek cities and in 20 tunrs I have only taken 5 provinces and Carthage is really giving me hard time I am loving it using spies and asssassins to really cause them trouble, So as i said before avoid steamrolling early