I played my first game on medium to get the feel for it. I turned it off at around 500AD having felt that I knew what was going on. I am currently playing a net game with a personal friend of mine and a very good civ player. I have always played the hardest level and always will because I know that when I have won, I have "won"
) I am playing a single player game on the hardest level as well. Also I have full barbarians because they give me a reason to build some defences early in the game, otherwise 1 warrior would do the trick and that sux bigtime.
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It's better to close your mouth and let everyone 'think' you're stupid, than open it and let everyone 'know' you are.