I just finished up a science victory last night playing as Japan on a pangea map with 8 Civs and 16 city states, but the reason I chose Japan was because I wanted to go for a Domination victory. I started out strong by expanding quickly and getting a good number of units out, but I was unlucky to have Greece below me and they were expanding very quickly as well. It took two wars to put Greece away because he kept expanding East as I was doing battles with him in the West and South. Thankfully his expansion to the East caused him to fight on a second front with Siam. After finishing off Greece I made easy work of Siam and China. It was after sending a Trieme around the map that I realized that the Iroquois and English had both become massive; each bigger than my own empire and they were both stocked up on military units. At this point I decided to keep pushing for the military victory and I invaded America who was actually down to one last city (an occupied city state) on the other end of the map. I liberated the city, and then paid Hiawatha to go to war with England. I watched that war until England was down to one last city. I had a big landing party ready to swoop in and take that last city. 
 
Now it was just me and the Iroquios and a few city states. I never met the other two Civs before Hiawatha conquered them. I decided that a war would be a huge time and resource commitment, so I set to keeping Hiawatha and all the city states happy. Quickly I shifted gears to pump out Culture and Production. Money was rolling in, my citizens were very happy, and I started blazing through both the tech tree and building production. I could see that a Science victory was possible within the time limit as long as I kept Hiawatha happy. I didn't plan to win this way, but it was probably the best way to go. In the end I got my first ever Science victory, and it was quite fun. Out of curiosity I did the "one more turn" option and started  a war. I got absolutely devastated, so in the end I chose the better route.  
 
So how often do you typically end up winning the game the way you planned from the beginning? It's only happened to me once in many games.

I played Civ 4 unplanned. Just fudged around until the industrial age while being a jack-of-all-trades. Then I'd later chose a victory path depending on my opponents tactics. If I was forced to change tactics again, then my civilization would already be well-rounded enough to change course.
 
With Civ 5 I've been more serious about choosing a direction from the start and working specifically towards it. Since I can't just spam every building in every city, specializing has become more important, it seems. Of the 3 games I've played. All of them finished exactly the way I intended (on Prince difficulty). Staying the course pays off since the AI is rarely that focused enough to min-max.

This is one of the best things about the game. I don't like to be forced into combat though, but who does?

Your plan should always be to kill the first 4 civs you come across no matter what and take their city/workers. Otherwise you think you're doing good then 3 people decide to go to war with you at the same time on 3 different fronts. And none of them feel like negotiating. I don't care what victory you're going for, kill the first 4 fuckers you see no matter what. Its easy to do early game.

" @StupidGamer: I hope you know all you gotta do is just take over thier original captials for the domination victory. Really great for those times when its down to two ppl and all you gotta do is bring a special strike force to take down thier capital ftw "

There's nothing better than one of the leaders taunting you for not having a large army, then devoting everything to building a massive army and wiping that leader off the face of the earth. 

I never go to a match trying to go for one specific goal. As the match unfolds my civilization goes towards one goal or another. I try to keep it balanced as much as possible. But, I haven't got the Culture one. That seems like it would need a different approach from the get go.

I start with trying to set up three cities then have one focus for culture, one for building wonders (usually settler) and another for science. If I can, I make a settler and start another city that focuses on getting gold (a hunt for luxury items and gold/silver comes before that). Convert to total military as soon as someone knocks on my borders.