This is a list of things that has helped me advance through Civ4. I have recently just beat my first game on prince (YAY!), so if you are past the prince level then this guide will probably do little good for you. Now for the generic disclaimer; this guide is not for everyone but a list of tips and hints that I have picked up from experience and from the help of other people in the Civ forums that has helped me improve my game and get me this far.
The Early Game
Holy Bologna
One of the first things a person thinks about from the start of the game is rather to found a religion or not. While the advantages of founding a religion are increased money from a holy shrine and being able to spread it to your neighbors, I usually go against founding a religion, or at least making it a high priority, for the following reasons. As you go up in difficulty level you will find that founding a religion gets harder do to the research bonuses that the AI gets. So the time you put towards polytheism/meditation in order to get a religion may be in vein, especially when you could get mining/bronze working.
The more pragmatic argument I have against founding a religion is because of all the work it takes to make a religion work. Once you found a religion you have to devote time to building a monastery and then missionaries in order to spread your religion to neighbors for the relations boost. Devoting your early hammers towards workers/settlers seems a much more useful goal.
One problem that I have for some reason when it comes to founding a religion is building a holy shrine to go with it. To do this you of coarse need a prophet. The easiest way I found of getting one early is to just build Stonehenge/the oracle; both useful wonders (except Stonehenge if your leader is creative), and they give you the great people points to generate a prophet. While I love to get the first prophet to build the shrine, any following prophets are discouraged in comparison to a scientist/merchant great person. For some reason or other, I can have a million of any other specialists running in a city and for some reason all my other great people for the game will be prophets : /. While this may seem like a silly reason not to found a religion, I have been bitten on the arse time and time again by this problem.
Regarding religion, my way of handling it is to just sit back and wait. I like to see what my neighbors adopt and which religion is the most abundant. This prevents me from having to do any of the work that comes with founding a religion and lets me pick and choose whom I want as allies. I like to pick the religion that has the most followers because it can equal free techs. When you get to pleased status with someone of the same religion, you can usually ask them for a free starting tech that you didnt get like archery or polytheism. If you simply MUST found a religion, then I would suggest doing the ever so valuable Oracle to code of laws slingshot or get a scientist great person early and use him to lightbulb philosophy after getting alphabet, mathematics, and code of laws.
Science is Power! (To Activate The War Machine)
Through a series of very painful lessons, I have learned that the best tech to go for first is bronze working. This resource is essential for having a strong army since archers shine mostly as city defenders. As good as archers are though, they are nothing in comparison to axemen/spearmen. If you are lucky enough to find copper near you then your first priority should be to send a settler to it ASAP. Time and time again I thought Oh ill just make my way towards that or These other resources over here look just too tempting. These situations usually led to the AI grabbing it first and me being left with just archers. The second tech to research if copper is scarce is animal husbandry. While early horses arent as good as copper, its still a step up from archers. If you fail to find horses near you, then I suggest you make nice with all your neighbors and appease them as much as possible. Following not getting any copper or horses, just focus on getting the basic worker commands(farm, the wheel, pottery, etc.). When you have all of these commands go for iron working and hopefully you should find some iron near you. Iron is much more abundant than copper and is usually easier to get. If you fail to get any of these resources, which actually has happened to me before), it is important to remember that not every game can be won. Sometimes you are at lack for resources, you start off near crap land (tundra) or sandwiched in a peninsula, sometimes you are just in an unwinnable situation.
Making the assumption that you are not jinxed and have found either copper or horses early on, your next tech should be hunting to build some spearmen to counter chariots and then making your way towards writing and sailing. Writing and sailing usually lead to a commerce boost if your cities are on a river or the coast. The second reason for getting writing early is because after building a library, you will then be able to assign some science specialist to a city. Early scientists are great for lightbulbing techs (my fav is getting philosophy).
After getting these techs, you should make your way to monarchy to increase the happiness levels in your cities and then make your way top currency. I find that currency is a must for early game in order to expand out early on. When I get currency I immediately assign some merchants in my cities following getting my first scientist. The immediate +3 gold from each merchant goes a long way when it comes to expanding out without breaking the bank.
Sir Spam A Lot
Now for a look at early economics. The one thing that you will find in any guide is to start spamming cottages early on. This is of coarse to increase your commerce which adds up to your amount of research and income which lets you expand out more and get techs faster. About 90% of your cities should be devoted to cottages, the other 10% is used as production powerhouses which I never build science or wealth increasing builders in. Production cities will consist of just farms, mines, and workshops when they become more useful down the line. These towns are used for just military production or wonder building. In some income towns you may need to build farms in order to compensate for poor food producing lands like plains. If you need to do this, then remember to build your city near a source of fresh water for farms and the all so valuable fresh water health bonus for your city.
The Merchant of Venice (and Rome, and Thebes, and Paris.....)
One of the most important things that I have learned to help my economy is the power of merchants. As I went up in difficulty, I found it harder and harder to expand without bringing my research to a halt. Merchants give you +3 gold to help you increase your research rate or more importantly to help you fund some more towns. This +3 gold that they provide will become even more powerful over time with the addition of markets, grocers, and banks. Another reason I simply LOVE merchants is the fact that the great people they produce are always valuable. If you have an army that is a couple of ages out of date, then you can send a merchant on a trade mission to get some fast cash to purchase upgrades. Secondly you can use a merchant to settle in a town giving you +6 gold and +1 FOOD. While you may be thinking woopty doo about the food, but that +1 food can be used to assign another specialist in a town or to increase the growth limits of a town that would otherwise stay stagnant. The third reason why merchants are great is because of their ability to found a corporation. While this may be a bit too much down the line to think about, I always have a merchant waiting in my capital for when I can make Sids sushi or Cereal mills. These corporations are the most important in the game because of their ability the increase the size of a town when no other way may be possible, thus giving you more commerce, production, or specialists.
How to spend your merchants depends on the situation but the one choice that I have yet to regret is to use every merchant I get (save the one I use to found a corporation), to settle in my capital. After a while when you have 3-4 merchants there, you will be generating a massive amount of gold and be using the extra food to assign more merchants. The reason why I choose to settle all of my merchants in my capital is because this is where I usually build my national epic to increase my great people birth rate and wall street which increases gold output by 100%. A capital with wall street, a grocer, a market, and a bank will turn that +6 gold +1 food merchant into +18 gold, not to mention that +3 gold merchant specialist into +9 gold. The icing on the cake with this strategy comes from when you finally found a corporation. When you found a corporation in a city, that city will generate around +4 gold for every other town that it expands too. This however is pale in comparison to the increased maintenance cost that comes from the expansion that is usually around -6 gold. However, if you found the corporation in your capital which has wall street, a bank, grocer, and market in it, you GAIN +8 gold when your corporation spreads to another city which actually GIVES you money even after maintenance. Normally a corporation can have a heavy toll on a player, but with this system it actually helps your income and can even work if your running environmentalism which increases corporation cost..
Can I Axe You a Question?
One thing that was hard for me to learn was to start a war. When I first starting playing I was more concerned with peace and making allies; I have learned however that its better to be a big fish in a small pond
. While you may become more peaceful as time goes on, it can be very beneficial to be a warmonger early on. The beast way to accomplish this is the research bronze working first. Given that you find a source of copper, you should expand to about three cities and start amassing a stack of axemen and a couple of spearmen. When you get to about 8 axemen you have a good attack force. Its best to attack a neighbor that is weak or has an aggressive trait as they tend to cause problems later on. Your goal should be to capture cities to expand your empire. DO NOT attack the capital. A lesson I learned all to hard and all to well. A few archers can decimate a large attacking force due to th large cultural defense 
. Best not to try this until you get catapults. Capturing a neighbors cities will permanently affect their research rate and can make them a nice buffer zone to another civ. If your forces are becoming strained and you have your enemy to a point where they wont recover then it can be good to make peace with them. You can get some gold and free techs from then while you rebuild your forces in order to finish them off. After you eventually finish off the weakened civ, build cities in your newly acquired land. When you have used up all of your land, built the essentials in all of your cities, got your economy on track, and have a nice force of modern soldiers built up, you may consider going to war again for new land. When you eventually get feudalism, it can be nice to just make your enemy a vassal to guarantee yourself some votes later on for the UN 
Well I guess thats all I have to say about the early game, Ill post a guide on mid to late game later on if I feel like it or get enough of a positive review
Good Luck
The Early Game
Holy Bologna
One of the first things a person thinks about from the start of the game is rather to found a religion or not. While the advantages of founding a religion are increased money from a holy shrine and being able to spread it to your neighbors, I usually go against founding a religion, or at least making it a high priority, for the following reasons. As you go up in difficulty level you will find that founding a religion gets harder do to the research bonuses that the AI gets. So the time you put towards polytheism/meditation in order to get a religion may be in vein, especially when you could get mining/bronze working.
The more pragmatic argument I have against founding a religion is because of all the work it takes to make a religion work. Once you found a religion you have to devote time to building a monastery and then missionaries in order to spread your religion to neighbors for the relations boost. Devoting your early hammers towards workers/settlers seems a much more useful goal.
One problem that I have for some reason when it comes to founding a religion is building a holy shrine to go with it. To do this you of coarse need a prophet. The easiest way I found of getting one early is to just build Stonehenge/the oracle; both useful wonders (except Stonehenge if your leader is creative), and they give you the great people points to generate a prophet. While I love to get the first prophet to build the shrine, any following prophets are discouraged in comparison to a scientist/merchant great person. For some reason or other, I can have a million of any other specialists running in a city and for some reason all my other great people for the game will be prophets : /. While this may seem like a silly reason not to found a religion, I have been bitten on the arse time and time again by this problem.
Regarding religion, my way of handling it is to just sit back and wait. I like to see what my neighbors adopt and which religion is the most abundant. This prevents me from having to do any of the work that comes with founding a religion and lets me pick and choose whom I want as allies. I like to pick the religion that has the most followers because it can equal free techs. When you get to pleased status with someone of the same religion, you can usually ask them for a free starting tech that you didnt get like archery or polytheism. If you simply MUST found a religion, then I would suggest doing the ever so valuable Oracle to code of laws slingshot or get a scientist great person early and use him to lightbulb philosophy after getting alphabet, mathematics, and code of laws.
Science is Power! (To Activate The War Machine)
Through a series of very painful lessons, I have learned that the best tech to go for first is bronze working. This resource is essential for having a strong army since archers shine mostly as city defenders. As good as archers are though, they are nothing in comparison to axemen/spearmen. If you are lucky enough to find copper near you then your first priority should be to send a settler to it ASAP. Time and time again I thought Oh ill just make my way towards that or These other resources over here look just too tempting. These situations usually led to the AI grabbing it first and me being left with just archers. The second tech to research if copper is scarce is animal husbandry. While early horses arent as good as copper, its still a step up from archers. If you fail to find horses near you, then I suggest you make nice with all your neighbors and appease them as much as possible. Following not getting any copper or horses, just focus on getting the basic worker commands(farm, the wheel, pottery, etc.). When you have all of these commands go for iron working and hopefully you should find some iron near you. Iron is much more abundant than copper and is usually easier to get. If you fail to get any of these resources, which actually has happened to me before), it is important to remember that not every game can be won. Sometimes you are at lack for resources, you start off near crap land (tundra) or sandwiched in a peninsula, sometimes you are just in an unwinnable situation.
Making the assumption that you are not jinxed and have found either copper or horses early on, your next tech should be hunting to build some spearmen to counter chariots and then making your way towards writing and sailing. Writing and sailing usually lead to a commerce boost if your cities are on a river or the coast. The second reason for getting writing early is because after building a library, you will then be able to assign some science specialist to a city. Early scientists are great for lightbulbing techs (my fav is getting philosophy).
After getting these techs, you should make your way to monarchy to increase the happiness levels in your cities and then make your way top currency. I find that currency is a must for early game in order to expand out early on. When I get currency I immediately assign some merchants in my cities following getting my first scientist. The immediate +3 gold from each merchant goes a long way when it comes to expanding out without breaking the bank.
Sir Spam A Lot
Now for a look at early economics. The one thing that you will find in any guide is to start spamming cottages early on. This is of coarse to increase your commerce which adds up to your amount of research and income which lets you expand out more and get techs faster. About 90% of your cities should be devoted to cottages, the other 10% is used as production powerhouses which I never build science or wealth increasing builders in. Production cities will consist of just farms, mines, and workshops when they become more useful down the line. These towns are used for just military production or wonder building. In some income towns you may need to build farms in order to compensate for poor food producing lands like plains. If you need to do this, then remember to build your city near a source of fresh water for farms and the all so valuable fresh water health bonus for your city.
The Merchant of Venice (and Rome, and Thebes, and Paris.....)
One of the most important things that I have learned to help my economy is the power of merchants. As I went up in difficulty, I found it harder and harder to expand without bringing my research to a halt. Merchants give you +3 gold to help you increase your research rate or more importantly to help you fund some more towns. This +3 gold that they provide will become even more powerful over time with the addition of markets, grocers, and banks. Another reason I simply LOVE merchants is the fact that the great people they produce are always valuable. If you have an army that is a couple of ages out of date, then you can send a merchant on a trade mission to get some fast cash to purchase upgrades. Secondly you can use a merchant to settle in a town giving you +6 gold and +1 FOOD. While you may be thinking woopty doo about the food, but that +1 food can be used to assign another specialist in a town or to increase the growth limits of a town that would otherwise stay stagnant. The third reason why merchants are great is because of their ability to found a corporation. While this may be a bit too much down the line to think about, I always have a merchant waiting in my capital for when I can make Sids sushi or Cereal mills. These corporations are the most important in the game because of their ability the increase the size of a town when no other way may be possible, thus giving you more commerce, production, or specialists.
How to spend your merchants depends on the situation but the one choice that I have yet to regret is to use every merchant I get (save the one I use to found a corporation), to settle in my capital. After a while when you have 3-4 merchants there, you will be generating a massive amount of gold and be using the extra food to assign more merchants. The reason why I choose to settle all of my merchants in my capital is because this is where I usually build my national epic to increase my great people birth rate and wall street which increases gold output by 100%. A capital with wall street, a grocer, a market, and a bank will turn that +6 gold +1 food merchant into +18 gold, not to mention that +3 gold merchant specialist into +9 gold. The icing on the cake with this strategy comes from when you finally found a corporation. When you found a corporation in a city, that city will generate around +4 gold for every other town that it expands too. This however is pale in comparison to the increased maintenance cost that comes from the expansion that is usually around -6 gold. However, if you found the corporation in your capital which has wall street, a bank, grocer, and market in it, you GAIN +8 gold when your corporation spreads to another city which actually GIVES you money even after maintenance. Normally a corporation can have a heavy toll on a player, but with this system it actually helps your income and can even work if your running environmentalism which increases corporation cost..
Can I Axe You a Question?
One thing that was hard for me to learn was to start a war. When I first starting playing I was more concerned with peace and making allies; I have learned however that its better to be a big fish in a small pond
. While you may become more peaceful as time goes on, it can be very beneficial to be a warmonger early on. The beast way to accomplish this is the research bronze working first. Given that you find a source of copper, you should expand to about three cities and start amassing a stack of axemen and a couple of spearmen. When you get to about 8 axemen you have a good attack force. Its best to attack a neighbor that is weak or has an aggressive trait as they tend to cause problems later on. Your goal should be to capture cities to expand your empire. DO NOT attack the capital. A lesson I learned all to hard and all to well. A few archers can decimate a large attacking force due to th large cultural defense . Best not to try this until you get catapults. Capturing a neighbors cities will permanently affect their research rate and can make them a nice buffer zone to another civ. If your forces are becoming strained and you have your enemy to a point where they wont recover then it can be good to make peace with them. You can get some gold and free techs from then while you rebuild your forces in order to finish them off. After you eventually finish off the weakened civ, build cities in your newly acquired land. When you have used up all of your land, built the essentials in all of your cities, got your economy on track, and have a nice force of modern soldiers built up, you may consider going to war again for new land. When you eventually get feudalism, it can be nice to just make your enemy a vassal to guarantee yourself some votes later on for the UN Well I guess thats all I have to say about the early game, Ill post a guide on mid to late game later on if I feel like it or get enough of a positive review
Good Luck
) 
You just got to attack early enough and it's no sweat, expecially if you can get them before they hook up any metal. If the city is on the hill or the civ is protective, just bring a few more axes.
