I always start out my games with a goal to build up a 'good' city or core of cities. I think a good time to start building one up would be at 4 or 5 cities. This won't cripple your expansion, and other than on Deity should give you time to still grab one or two Ancient Wonders. I always get sidetracked though, a 'one more settler' syndrome. I almost never have a city in the top 5 until the AI are all mostly dead... When all the other AI are destroyed or in ruins, even my 'developed' size 6 cities make the list though!
OCC is a very good environment to learn some aspects of the game. Before I tried any Civ 3 OCC games I tended to place too much value on defensive military strength. If you can survive with just a handful of units with a small empire, you can do it with a larger one as well. Also it helped me figure out how to time prebuilds, exactly which tiles to improve first, and how to predict AI tech beelines. Since very little is happening each turn (for the player) there is plenty of time to devote to these sorts of pursuits.
Now I try to apply the same things in my regular games, just applied to many smaller cities instead of one large one.