Going back to the discussion of Province vs Colony.
You don't automatically want to include Colony for real life 4p games, because they tend to make games somewhat longer. The way I see it, Dominion is ment as a game you can play multiple times in quick succession. The way the game is designed, with its random kingdoms, supports this claim, although the setup time doesn't attribute to this. Dominion wasn't originally designed for 2p on the internet in which a Saboteur/Curse Colony game takes less time than a real life Embassy Province game.
I think variance in Colony games vs Province is only less apparent if there is no interaction between opponents. But there are a lot of attack cards and the player who lands the first blow is usually victorious. If you're playing with Colony to reduce variance, you should also never include any attack or other interaction cards (IGG, Possession, Masquerade).