Civ 4 has definitely gotten more difficult with the expansions, but still doable. It's not just about keeping yourself technologically ahead of your opponents, but getting yourself the right ones from the beginning. It all depends on how you want to build your empire and adjusting yourself to your surroundings. Do you have mountains nearby? Try to look for copper/iron. Do you have a lot of open fields? Perhaps there are horses amongst them.
Personally I like to grow my cities up quick and keep them along the coast. In some games there is a lost continent which can always give you a means to survival when things are looking grim. Also try to keep as many friends as possible by trading frequently with everyone and try to use a religion which is most widely used. (or try to spread your own as quick as possible)
Still I don't think Civ 4 is too difficult, but I have yet to encounter a game I play in which I haven't lost a city or two and had to reconquer/rebuild them. This can be hard to take, but you just have to move on. If all this still doesn't help try playing the game with friends, it's a lot more fun that way and it's much easier to fight against the more difficult ones.
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