If you have an ATI video card *DO NOT!*. I repeat *DO NOT* buy this game because the folks at Firaxis were apparently too busy shooting smack instead of testing the game with ATI video cards, so, if you have an ATI video card (which apparently aren't very common in Firaxis land) you can try to get the game to run after it errors out with a DirectX 9 initialization error by doing the following:
1) Uninstall the game
2) Delete the Civilization 4 folder from My Documents\My Games\
3) Renstall DirectX from the Civ 4 CD.
4) Uninstall your ATI video card drivers
5) Restart your system
5) Download the latest ATI video card drivers. Just download them, do not install them yet.
6) Reinstall Civ 4.
7) Attempt to launch Civ 4. When it fails install your new ATI video card drivers.
8) Reboot your system
9) At this point according to the Civ 4 website the game should work. It doesn't for me. If you look at the forums on civfanatics.com you can see that this isn't the only problem with this game, it's loaded with bugs that cause video card problems, random crashes, extremely slow performance and gameplay irregularities. Don't buy this game until Firaxis cleans up their act and releases some patches. Firaxis games are garbage, it's a real pity that Sid Meier has prostituted himself to them as it's pretty much destroyed his name as far as I'm concerned.