Well, if you don't think the game is enough of a challenge then go make a few changes in the editor to make it more of a challenge (give AI great advantages). I'll even give you a few suggestions to help you out.
*Add a "perfect" government that becomes available at the very beginning of the game. Trust me, there are many ways to make an unbelievably great gov. In order for this to become apart of the challenge you can never change to this gov.
*Make all UUs available to every Civ except one (use this Civ when you play the game and when you give only one Civ a disadvantage through the editor) and make the inferior unit type is only availabe only to that Civ.
*Increase the cost of all of the units
only you can build by a multiple of 3.
*Increase the AI bonuses in the difficulty level tab.
*Give all Civs except "your civ" all 6 specific traits and don't give your civ any special traits.
You should get the idea by now, and hopefully these ideas will make the game a lot more of a challenge for you. Even though, this is not the more fun way to make the game harder it still works. The more fun way would be to have a more efficient AI and a more balanced game (no more "cheap" strategies available to do).