In Civ 2 I once got a tank (combustion) before 40BC by sending scouts to discover free techs. At chieftain level of course.
I usually always try to get a railroad stretch built before 0BC at chieftain level.
I prefer king level the best, if you set it higher the computer actually cheats. Doesn't seem fair.
I've had a look at Civ 5 it looks like a very different game, no unit stacking at all. Cities can only garrison 1 unit which actually adds to the cities defense/hitpoints instead.
They at least got rid of a lot of the bad parts of Civ 3 and 4, but I would like to see them polish it up more with an expansion or sequel.