Early on, research the techs you need to allow your workers to do something useful!
- If you have Cows, Horses, or Pigs, research Animal Husbandry to build pastures.
- If you have Rice, Wheat, or Corn, research Agriculture to build farms (or even if you have plenty of fresh water, particularly with a plains start).
- If you have Gems, Silver, or Gold, research Mining.
- If you have Fish, Clams, or Crabs, research Fishing. Added advantage: your city still grows when building a work boat!
- If you have Game, Ivory, or Furs, research Hunting.
- For everything except sea-borne resources, you need to be able to hook them up - so unless you're going for a religion, research The Wheel before anything else (because believe me, it's frustrating when you get that Gold Mine completed, then realise you can't build a road back to your city!
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Research & build according to your Civ's traits.
- If you're Aggressive, build barracks and units, and go for Mining->Bronze Working. Early Axeman rushes can be very effective. A Cover promotion is better than a City Raider II promotion, as well (+25% vs. Archers opposed to a general +20% city attack; given most early defenders are Archers, it makes sense).
- If you're Philosophical or Spiritual, you usually start with Mysticism: go for commerce (thanx Sirian & Sullla!) over food, and you should get Polytheism first. AIs tend to beeline for Meditation before Poly.
- If you're Industrious, head for BW and IW - for the same reasons as being Aggressive. (Napoleon is probably the best for ultra-early rushes in this respect.)
- If you're Organised or Expansive or Financial... er... bear with me. I've not really played with them
Seriously, though, these are traits (much like the Commercial trait in Civ3) with subtler, longer-term benefits. Though Organised does seem to be a bit of an all-round Edsel so far.
Always, always, always, escort Settlers, unless you already have the route to the new city patrolled.
Give in to demands early on. Just keep a note, and come back with the payback later
If you have an early UU - research towards it, and make use of it. More so than in Civ3, the UU is tuned to the era it belongs in. Use it or lose it.