I often get to the end of a game and am disappointed that there is no purpose to continue. Yes, I win. I am congratulated. And the win video is played, but I always click "Continue Playing" so I can have a few turns of looking around, getting stuff I planned done, and generally fooling around with my powerful empire. However, after a few turns I realize it is pointless to play anymore and I end my game.
I have an idea: What if there was a third option? A) Continue Playing, 
Main Menu, C) Survive the Dreadlords.
Choosing C) will, in the spirit of Dwarf Fortress, and other games where "Losing is Fun," start an unwinnable encounter with the Dreadlords. The object isn't to survive, it's to survive as long as you can - using the civilization you just developed through the game you won. It would be something like a "wave after wave" style game, but hopefully with a little more depth.
If it was structured so the challenge was the same for anyone that entered this mode - then you could have a leaderboard listing who survived the longest, what civilizations do well in this mode, etc. It would also allow you to get in to the late game techs - which I hardly ever see - but which I spend a lot of time thinking about.
In this mode you would need to become more and more meticulous with your playing. Suddenly it does matter that your colonies are set up optimally even if you are certain of your victory against the computer opponents. Usually by late game it doesn't matter - I know I've got the win so I don't bother keeping such careful track of the thousands of little details. A lot of what makes the game great is lost in the end game because there is no point to that level of micro-management.
With a post-game Dreadlords challenge you would need to be planning for them even as you destroy the last of your opponents. You could even introduce another research age that can only be explored if you choose option C.
Anyways. I love this game. Stardock: Thank you for making it. It would have been so easy to upgrade the graphics and add a few easy concepts - completely bypassing the 64bit architecture. Stardock probably would have made more money going that route - relying on the strength of their name alone to bring in the sales. Instead they changed the game with 64bit. Hats off to you Stardock! The decisions you make, like that one, keep me a loyal fan.