How to build early army without crippling cities?

Donaskme said:

Or even better, let Egypt build them, then take them. Get a lot of cash from Egyptian cities, too.

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Also a great option... unless you're looking at a more peaceful victory condition.

Peaceful victory conditions do not require in-game peace. My fastest non-OCC science victories have involved a decent number of puppets with nice wonders -- which you don't get peacefully. Same with culture victories -- if your neighbor got Sistine Chapel before you, go take it. And, IMO, diplo is often a domination victory that got boring towards the end, so you just built the UN and won. You can play peacefully, but that requires that you refrain from seizing opportunities to conquer some cities with wonders that rightfully belong to you (even if the AI doesn't realize that).

After all, when you see that an AI is grumpy that you beat them to wonders they wanted to build, their resentment is not passive -- they are itching to rampage over to take your cities with those wonders (usually your capital).