I have found in civ 4 and 5 that I almost always play on large maps at epic speed. Anything less seems like child's play. If you haven't tried Wallengrens Europe map it's a must.
Large/huge maps
They allow for actual military campaign strategy rather than kill the enemy's entire army and then take out the few undefended cities. Massive empires mean everyone has deeper wallets and more cities to build units in time of war. So pincher tactics with choke points become vital in holding off masses of reinforcements. Before war, it makes pockets of garrisoned troops necessary. It makes more sense to keep that small army on that distant, contested boarder to hold off an attack until your main experienced troops can get there on your (actually thought out) road systems. Roads are more important in an emergency to shift troops before an enemy starts taking cities. A defensive perimeter with a few walled/castled cities and mountains can protect an empire of dozens of cities that are building what is really needed instead of the normal 4-6 cities on a smaller map. Overall, I think big picture gameplay is much more important on these maps and speeds.
Epic pace
First, patience. Yes it takes longer to build/tech anything but its worth it once you get used to it. This is probably why I usually go commerce SP and rush buy in tight situations. I know slower speeds are supposed to be easier but only to an extent. If you get attacked and loose troops, you can't simply hold the enemy off for a few more turns to build more units. They take 10-15 turns to build and a couple hundred gold more to buy so you have to plan much farther in advance. A great part is that long distant travel time is almost negligible. You can design a sneak attack across the map and get there without all your units being two eras old. This goes for settlers and cities as well. I have also found there to be more fighting in each game (since its about 1 1/2 standard speed games) which means more experienced units. Lastly, you have to weigh your tech decisions greatly and you spend more time in each era, which I find more enjoyable. I highly recommend these play types.
Large/huge maps
They allow for actual military campaign strategy rather than kill the enemy's entire army and then take out the few undefended cities. Massive empires mean everyone has deeper wallets and more cities to build units in time of war. So pincher tactics with choke points become vital in holding off masses of reinforcements. Before war, it makes pockets of garrisoned troops necessary. It makes more sense to keep that small army on that distant, contested boarder to hold off an attack until your main experienced troops can get there on your (actually thought out) road systems. Roads are more important in an emergency to shift troops before an enemy starts taking cities. A defensive perimeter with a few walled/castled cities and mountains can protect an empire of dozens of cities that are building what is really needed instead of the normal 4-6 cities on a smaller map. Overall, I think big picture gameplay is much more important on these maps and speeds.
Epic pace
First, patience. Yes it takes longer to build/tech anything but its worth it once you get used to it. This is probably why I usually go commerce SP and rush buy in tight situations. I know slower speeds are supposed to be easier but only to an extent. If you get attacked and loose troops, you can't simply hold the enemy off for a few more turns to build more units. They take 10-15 turns to build and a couple hundred gold more to buy so you have to plan much farther in advance. A great part is that long distant travel time is almost negligible. You can design a sneak attack across the map and get there without all your units being two eras old. This goes for settlers and cities as well. I have also found there to be more fighting in each game (since its about 1 1/2 standard speed games) which means more experienced units. Lastly, you have to weigh your tech decisions greatly and you spend more time in each era, which I find more enjoyable. I highly recommend these play types.