I just won a game as Sejong two days ago by year 1911 (King difficulty, for those wondering), so screw the haters.
A Science victory would be the easiest with him, since that's what his special abilities focus on, but you can go for whatever you want. It's your first game after all.
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Xbox GT/PSN name: TatteredUniform
http://www.scuffletown.org/wp-content/uploads/2010/05/tRBE1.gif