I usually play iron man in SMAC just to reduce the temptation of reloading after some sleep deprivation induced move robs me of turns of tactical advantage. I'm weak at 3 am.
In CivII I usually play to win (which is fun) but sometimes the game will degenerate into silly stuff like "lets see how much stuff I can cram into my throne room".
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What's so funny 'bout peace, love and understanding?