The reason you want to play four instead of just three players is that sessions often end up being either 2vs1 or you have two players fighting each other and the third is doing his thing without. Playing four players evens out the attention of everyone involved, in these larger games the map and starting positions are also such that you will have one player on each flank so there is potential danger coming from two directions, and these larger games also often auto balance themselves a bit better with two 1vs1 fights, more resource trading during the trade phase and a bit more plotting by using the culture event cards.
In our last game I played the Egyptians, and the other guys played Romans, Germans and Russians. The fun thing was that I found a nuclear token early on which required me to research nuclear technology before I could use it - but once the research was done I could either spend it to destroy a small city (sadly not a capital) or power my own cities to perform two actions during one turn instead of just one action. Not overly powerful, but we had never had any nuclear weapon attacks previously so I wanted to see how they would work.
Unfortunately, two of the guys had only uninteresting secondary settlements, hardly worth my nuclear weapon token, the third player however had a town that was quite evolved and which also had cultural personality tokens attached to it - which would make destruction so much sweeter. So yeah, towards the endgame I launched my atomic weapons and wiped his town, this was just a few turns before the "German" player won an economic victory by acquiring 15 gold tokens. To be honest his armies were at my doorstep and would probably be able to take down my capital - and thus winning a military victory within a turn or two anyway.
This was a much more enjoyable session than the last one, this time around our knowledge of the rules was refreshed and everyone knew pretty much what they were doing or what they could do each turn.
We talked a bit after the game which victory is the easiest and hardest, it seems that culture victories are quite difficult, the Roman player was pumping out culture tokens and investing them on the culture track but the closer to the end of that track you get the more culture tokens are required to advance, slowing you down to a crawl. Military victories are also difficult as they require you to have a lot of research put into military upgrades, being able to stack at least 4 armies in one space and catch an opponent at a military technological disadvantage which isn't that easy.
Scientific victories seem to be fairly easy to achieve, as you just focus on trade and research each turn until you reach Tier 5 tech. Economic victories also seem to be fairly easy if you are able to play a lot of actions that yield gold. Some technology cards allow players to accumulate gold through winning battles, trading resources etc.
In any case, it's a very interesting game.