Advantages of advancing to a new Age as soon as you can?

[Oddible]

Do you still go back and earn all the other techs you want or just keep going forward after you advance?

[satioh]

You can go back if you want. Benefit of going first is you get 10 innovation point for beeing first, and you are guaranteed to get some points of the national idea you got if it's a new one that age(but you get more points if you are not the first picker, but then you might need taking somethign you don't want or not get any points at all).

[The Former]

When you advance, techs from the last era cost way less. And even more discount for each nation that's already unlocked them. So it's often good to advance first, then double back IMO. The advantage of being ahead of the race to the next Age can be great, especially if you're risking the AI dragging you into the Age of Plague.

[The Konrad]

Depends how "dangerous" it is for a crisis age to happen, or how close an opponent is to finish their Era Change Tech.
Oh and if I am running out of new resources and need better buildings.
I'm looking at you electricity!!!

Otherwise I try to research everything I need first.

[archonsod]

Depends entirely on why I'm advancing and what I'm skipping to do it. As a general rule I try to leave one or two techs from previous era's available at certain points solely to prevent being forced into a crisis age (if you're locked into a crisis age you can then go back to stall your own research in the hope a non-locked player will hit the next era).
Also depends on national spirits and governments; if you have access to Spartans for example you can usually afford to skip a military tech for a while, similarly farming, mining and fishing are only as useful as the number of tiles they're going to affect in your empire - being able to build boats and docks is a bit redundant if you don't have access to a coastline for example.

[Munk]

Generally I'd advise to advance ASAP - there are two exceptions to this. Sometimes you'll want to linger in the current era to unlock a specific variant age and sometimes there will be a strategically vital technology. If you've got starvation in your capital and have a tech to upgrade fishing boats it might be worth it to delay aging up before getting that tech. At the end of the day though techs from previously ages get a pretty nice discount so I'd usually advise aging up and then potentially researching a last age tech if that's the most important for you to get.

[TheCollector]

I try to research all techs before advancing ... The more techs you research, the cheaper the advance gets. (-10% per extra tech)
If you go back to research old tech, you also get -10% for the advance.

There can be situations where you want AI to trigger a regular or special age, otherwise I try to be first in the new age. You see how fast AI is researching the new age and you usually can use Eurekas to speed up your research a bit.

Note that advancing too fast can have negative consequences since random event enemies scale per Age, eg an Age II army may have problems with freshly spawned Age IV barbarians / rebels.

[The Former]

Originally posted by TheCollector:

I try to research all techs before advancing ... The more techs you research, the cheaper the advance gets. (-10% per extra tech)

Ah, I wasn't aware of this! I'll have to keep an eye out going forward.

[wesley1344]

I keep an eye on the diplomacy screen to see when the other civs get into the next age. When I know I am in a good lead, I take another tech or two, but if they age up soon after me, then I advance as fast as possible.

[TehJumpingJawa]

The military advantage of being ahead in age (irrespective of new unit types) shouldn't be ignored either.

[archonsod]

Originally posted by TheCollector:

I try to research all techs before advancing ... The more techs you research, the cheaper the advance gets. (-10% per extra tech)

There's also a 10% discount on all techs for each other nation that's researched it, including the advance. It's one of the reasons it's not quite as straightforward as just rushing through - sometimes you're looking at a situation where you can spend 12 turns reaching the new era for a few innovation points versus 14 turns to reach the new era with two or three additional techs and the benefits they provide.