I haven't played around much with exotic settings, since a lot of my play is in MP games. Once I realized that most of them seem to have independent strength 5-9, I quit playing other values.
Similarly, while I actually
prefer magic research to be more difficult, I almost never set that for my solo games, because the strategies and habits I'd acquire wouldn't translate well to multiplayer.
The number of opponents - varies according to the size of the map I want to play, and whether I'm aiming for a big period of expansion and research, or if I want an early slugfest.
Independent sites - usually between 50 and 65; fewer and there isn't enough goodies to celebrate finding.
Hall of Fame, 15; Renaming most definately on, both for a shred of RPing flavor, and also because I can't stand having 4 commanders all with the same name.