1. Try not to leave any truly little itty bitty civs around, unless they border future targets
2. Take capitulations as soon as they're available, and try to set it up so that each time you declare your target shares at least 8 tiles with a vassal (on standard maps). Gift a city back if you have to in order to get the 8 tiles. It matters that much.
3. Build as much military as you possibly can, and gun for "war success" ----> kill as many of their troops with as few losses as possible. Using vassal territory as a sponge to soak in their stacks and then annihilating them there is a useful step. Usually capturing 1-2 cities after that will get you your next vassal.
4. Repeat until you win the game.
For intercontinental invasions, it depends on the situation, but generally grab an easy target first to start a chain on the new continent, unless you can just cut down the leader easily (but then you're in control of the game).