As in Civ, you want them all. The essential ones are the first two religions, all the commerce, all the shipping. The rest are useful, but seem to be less important. The second highest art lets you discard an event card without it taking effect. This is a much more political game than Civ.
War is essential, and ganging up on the leader is very easy.
People have been talking about negotitiation in this as a different model. There are no biding agreements, and cards can not even be shown to other people. Easy to play hit the leader, several players seemed to have worse positions. And because combat is so likely to succeed, you probably want to take the lower percentage and go last, so you don't have the next guy just take it right back away from you. In Civ, negotiation was limited by the truth in trading rules, and interaction by combat was hampered by the board layout.