The antiquity age is doing best here. If you asked me to pursue a specific legacy path or combination of legacy paths, I would know how to adapt my strategy to do so. The legacy paths are also not contradicting each other: Expanding by settling or conquest up to and beyond the settlement limit will help with pretty much all legacy paths. The military path will simply count your settlements, with added points for conquered ones. The economic path counts resources used, and that needs several settlements as well. Science needs installed codices, which needs several settlements with science buildings. Only culture, counting your wonders, could reasonably be done with a single city, but spreading them obviously helps too.

The exploration age legacy paths are a bit less balanced. And a bit less fun. The religion "combat" system is annoying and tedious. It is also the first "rush" victory / legacy condition, where doing it early, even by neglecting other aspects of the game, is a winning strategy. The military path is somewhat similar to the previous age, only that it only counts settlements in the new world. The economic victory isn't great, because it involves much random luck: You need to build settlements that have specific treasure resources, and ship those treasure resources back home. But many areas of the new world don't actually have any of those treasure resources, or they do have the resources, but too far from the coast to allow for a treasure fleet. You need those treasure resources early, as they only harvest every X turns, and then still need a good time to get the treasure fleet home. In an at least historically accurate way, sometimes your best strategy is to conquer the coastal settlements of the new world civilizations, as they have most of the treasure resources. The scientific legacy path is by far the hardest: You need to create 5 tiles with an overall yield of 40 or more. That basically needs planning starting from the antiquity age. To get such high yields, you need several specialists on a tile with several adjacency bonuses. Having been clever about placing your wonders during antiquity sure helps here. But because raising the specialist limit needs a lot of science, this goal is often the last you'll succeed in.

The balance between the four paths is currently worst in the modern age. Before the patch, getting the artifacts for the culture path could be rushed far too easily. Now this is a good bit slower, so it is about as slow as reaching either the scientific space race victory, or the economic railroad magnate victory. The military victory of the modern age is basically unachievable, because the AI simply refuses to play the game. By the time you and the AI are already nearing the space race victory, many of the AI opponents will not even have yet chosen an ideology. Thus getting the 3 points for conquering a settlement of a different ideology is extremely hard. You could achieve victory by just getting the 1 point per settlement without ideology, or 2 points when at least you have an ideology. But unless you have a crazy military dominance, conquering cities becomes a very slow affair in the modern age. If you try that, and either go after other victory conditions in parallel, or have at least one AI that you don't attack and that can pursue another victory in peace, the game will always end with one of those other victories. Getting a military victory would be kind of a specific challenge mode.

Overall only the legacy paths in antiquity are fun, because they align with what you want to do anyway. In the other ages, pursuing some victory paths means rushing some activity that you actually wouldn't want to do otherwise, or playing in a very specific way. The rewards for legacy points aren't very well balanced either. And if you ignore the legacy paths, the game punishes your with a horribly bad meta progression at the end of a long game. I am pretty sure that all this will be still patched and rebalanced repeatedly, as it just isn't very good right now.