The people bragging in this forum about how early they can get to the industrial age isn't excactly what I would call 'average' players. More like 'very dedicated expert players', or 'anal retentive nitpickers'
If you want to join their ranks you have to read lots of posts, guides etc. and practice a lot. It takes time, you just have to ask youself it is worth it. If thats what you like, go ahead
I have come to the point where I can beat the crap out of the AI on monarch in over 90% of my games. I'm content with that, if I want to move up to emperor I have to change my playing style so much(read: go anal) that I probably will stop enjoying the game.