I'm going to have to agree with Civ 4. The game can be played ENDLESSLY and there so many strategies for winning (and with multiple ways of winning on top of that), it's ridiculous. And plus with the TONS of options you can set for each game (difficulty levels, small/large map, fast/slow game speed, different leaders and traits, random map parameters like how much land/water, island structure, resource density, ... and it goes on and on), each type of game requires very different strategies and goals. Also, different players personally like to focus on different aspects of the game -- military, diplomacy, religion, economy, etc. so there's also a lot of variation on how you personally want to approach the game. Quite simply, you can play it ENDLESSLY.

And as also mentioned, it does this without being overwhelming for a new player. You can always set game parameters to start really easy (where you can pretty much be an idiot and still win) and then keep increasing difficulty or changing different parameters (AI difficulty, obviously, but also game speed, map size, resouce density, etc.) to make the game harder and/or different.