Well, I've already finished off Yuan Shao in 204 or so (left with tiny little Yan Men as his only fief). The trick, as I've said many times, is to take his iron and horse early on when he still only has 1 archer in each of his southern cities.
Liu Biao I've just finished. Did the usual trick of asking Sun Ce and Liu Biao to war on each other, then I took all his cities north of the river, and he was willing to capitulate even before then, but I knew his culture would make Xiangyang revolt so I took the very last city that has cultural influence near it. Zhang Xiu is no problem since my culture extends very next to Wan and I basically destroyed him with 2 spies and 2 stacks (one coming from the west by Li Jue's who's also my vassal).
Gongsun Zan is a formidable opponent in the huge map (I actually had quite a good cultural game before with him before the patches). Not only did he help me get Yuan Shao from the north, he has iron and good horses. I decided to wipe him out completely even though that took longer than capitulate. I just want to be neighbors with Gongsun Du so that maybe he'll vassalize.
It's 208, and now it's Liu Zhang's turn, then Ma Teng and Han Sui. Then Sun Ce: I think I'm going to use the interlocking ships to transport troops to Wu country--no wind is going to block fire in my direction.
I'm aiming for conquest (domination is probably impossible with so much empty land up north and south).