mattador101: My very first game of Civ IV was on Epic and Continents. I purposely tried to avoid war and went in with the goal to last till year 2050. I wanted to get a feel for the game, including all the eras, a lot of the techs, and just general planning of cities and game interface. I managed to accomplish it (and won haha) but the game took nearly 50 hours to play. I enjoyed it very much, but that was too long. I don't think I'm built for any speed beyond Normal haha.
50 hours, talking from memory now, but it sounds like quite a lot! :D I wonder how much was spent in the modern and contemporary era, where turns become so long.
I do prefer Epic because else the eras pass very fast. With Epic you have some time to savour each stage of the game. Normal is good as well. The good thing is that options are there to choose! :-)
A comparison with another game: The remake of Masters of Orion. By default, the game is set to play in a rushed way. Then, some (silly?) win condition comes out, tells you that you won and you are done. All too fast...
Most people did not like the result at all. If you play with the settings, it feels like a different game.
Not the same, but with Civ4 Epic improves the game, for me. Yet I also have played to death on Normal.
Another option, for those who want to get to the modern eras fast, is starting with the first cities and some technologies in place. The options are there! :-)