I'm not saying this is a bad game, I just want MORE. MORE challenge.
Really? That's cool!
Make sure that you have the most updated version of Sins. To do that you need to download Impulse, register your game's CD key with it, and patch to the latest version. You can find Impulse here: http://www.ImpulseDriven.com
When you have updated to the most recent version of the game, from the Main Menu click the "Ironclad Online" button. Create an account and you can play against human opponents online. I can guarantee that you'll find a challenge, especially if you play on the Diplomacy expansion where you can find 4v4s and 5v5s.
(Note, if you go out to play against other people, count on getting your ass whooped until you have a whole lot more experience with and knowledge about the game.)
Note also that if you have the Diplomacy expansion, you can set the AI to greater difficulty levels, Cruel (3x eco boost) and Vicious (4x eco boost).