How can I make Civilization V more difficult?

Rather than worrying about settings for the AI, you might consider imposing limits on yourself that force you to play in ways that are different from your normal style. Pick a victory style ahead of time, and only go for that one. If you normally get a religion, don't allow yourself to do so. Limit the number of cities you are allowed to have at one time, or never allow yourself to declare war on an AI. Not only will things like this make the game more difficult, but they often get you to explore parts of the game that you don't generally pay attention to, which can be fun and interesting.

You could play multiplayer, since the AIs will never be as good as a skilled human. You could modify the AI personalities to make them more effective (give them more focus on science) and you could just play 2v1 against AI opponents. You could also choose intentionally weak civs for a map, like playing Polynesia on a landlocked map.