For those of you moving up from Emperor to Immortal or from Immortal to Deity, I suggest subscribing to 'In Game Editor' on the Steam Workshop. Then, once you've started a Modded Game and settled your capital, open up the editor (click on IGE in the top bar), click on a tile to add some resources.
Give your capital just a ridiculous number of useful tiles; 4 stone, 5 cattle, 3 horses, 3 iron, 5 different luxuries and maybe even a natural wonder or a couple of archers. This should give you a great start, but you'll still have to deal with the new difficulty level throughout the rest earth's history.
Then, on each subsequent game, slowly tone down the number 'cheat' tiles and let the training wheels come off. Doing this really helps ease you into the ordeal ahead and is much preferable to simply diving in.