There are a few ways.. I'll go through a few:
1) Play versus Human players
For large strategy games like this, AI will always be flawed. Nothing is more challenging than playing against actual human players that can adapt to your strategies. Play with friends, or try joining/creating a lobby.. usually there are at least a few games going on.
2) Don't use tricks
If you want to win via science, culture, or diplomacy.. it's almost a guaranteed victory if you make everyone happy (so they don't go to war with you). If you don't use tricks to make them happy (ex: giving 1 gold per turn to each civ), they'll be more interested in going to war with you. Stop using these cheap tricks!
3) Try conquest
Conquest is harder than other strategies, especially if you start off conquering early in the game.
4) Don't play maps with a lot of water
The AI is especially retarded when it comes to the sea... they never buy a fleet (except for maybe Elizabeth), and their tactics when attacking through sea is so easy to overcome... play large land maps against the AI.
5) Limit yourself
I don't like using this option because it means you're purposely doing something you wouldn't normally do... but try playing a game by limiting yourself in some way.. examples:
- Play the game with only one city.
- Play the game without diplomacy (don't even accept embassies).
- Play the game with all AI players on teams.
- Use bad civs.