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I generally don't use thrones because I'm ok with the game ending when I just don't want to play it any more. Sometimes I will use them but not allow them to realistically define when the game ends.
I'm leaning more to coming up with settings that provide a challenge without setting the AI too high, now, for just the reasons Sombre mentions - the top 2 levels of AI throw ludicrious chaff hordes at you that require very distinct tactics to beat, but don't offer any more variation in gameplay, probably less, than the lower difficulties.
Things that seem to help the AI out a bit include:
Setting them to 'Standard' because Defensive AI's let you turtle half the game and Agressive ones start six wars before they meet you.
Setting supplies to x3 because the AI isn't good at managing them, and it stops throne defenders starving before they ever get to fight.
Lowering, or at least not raising, site frequency, because you're better than the AI at site searching.
Making research more difficult.
Keeping indies at 5 or lower (Even Impossible AIs struggle badly with their expansion at high indy levels).
Playing on maps with very little water and avoiding water nations, as the AI doesn't usually play them well. Leaving water area at 45% and bumping water province size to 900 gives you a map where only 5% of the actual provinces are water but there's still a fair few seas to break up the land and make it interesting.
I like thrones but playing without them is probably more fair to the AI. I've tended to avoid level 3 thrones at least, as a human is a lot better at coming up with ways to take them at relatively early research levels.
Playing with score graphs off so I can't cherry pick opponents.
I usually go for 10 nations total on a 150 province map as that makes for meaningful interactions with the other nations without slowing the turn resolution down in late game, although I've been trying some 1 v 2 v 2 disciple games on 80 province maps too.
One thing I did find very interesting, but only tried a few times in Dom 4 and not at all yet in Dom 5, is playing with the 'all sites revealed at start' mod. This seemed to really level the playing field as far as the AI's unpredictable site searching goes and meant pretty much gem income is directly proportional to land owned.
I'm pretty sure a version's available for Dom 5 already. It made for really interesting games - I couldn't keep a global up for more than 2 turns, because an enemy would just dispel or overcast them, and the variety of summons coming at me meant enemy nations were fielding really diverse armies which requried rather varied tactics to fight.
I tend to play on disciple mode (me controlling pretender + disciple), Events: Common, Globals: 9, Renaming: On, Clustered: On (unless it's a special map like Archaea), against 5 or 6 teams of 3+ Impossible AIs plus a few loner Impossible AIs (so, 20+ Impossible AIs on the map against two human-controlled nations).
Lately I've been finding myself dissatisfied with random maps because the terrain is too open and too boringly similar. I've therefore been playing more on custom maps of 300+ provinces. I really love Archaea: conquering Madagascar (Ruins of Lanka) feels so much more interesting than conquering random-forest-tile-on-a-huge-random-mamp.
I also usually quit the game around year 4 because at that point I can tell that I'm unstoppable. Occasionally I will play a bit longer just to see if I really am unstoppable or if AIs are on the verge of getting much stronger with new research; so far they haven't come close. (Not to say that I never lose, but if I lose it is typically around year 2, and usually when I'm learning a new nation.)