Turn 75 1000 BCE
The bad news is, my science rate has stagnated thanks to losing gold and I'm only finishing Iron Working next turn. The good news is, I get IW next turn and can build legions. I'm going to finish Libery soon as well. I think I should burn a GE to build the Colossus, that should fix my budget problems. I can then start training legions in every city and march on Babylon and not stop until I've conquered it. Geneva will come next.
Turn 86 725 BCE
I took the Babylonian city on my border for the cotton it had. The tides of battle have turned in my favour and I now have an army of legions, soon to be backed up by ballistae. As I conquer, I need to keep my economy in mind and city specialization.
Because I'm busy with Babylon, Geneva is no longer a priority, which means that if I want a religion I need to build shrines wherever possible, which is what I have done. I hope it's enough.
Cumae has the Colossus and if I can grow its population, it will attract great trade routes. Still, I need a good coastal city for the Heroic Epic, and Cumae is my only one, at the moment. When I take Babylon, I'll capture an academy and the Hanging Gardens. It will make a great science city/GP farm. This could work out nicely. I can maximize Babylon's population, with food trade routes and whatnot, and build any wonders I'm pursuing there. Rome can then be free to build infrastructure, to maximize the UA. Cumae will then maximize hammer output as my military specialized city.
That gives me Rome for infrastructure, Cumae for military, and Babylon for science/GP. I can then develop my other cities with a mix of farms and trading posts for population/science, and gold. That would probably be the optimal strategy.
Turn 99 400 BCE
I took Babylon, and now I'm struggling with the happiness cap and budget balance again. My military upkeep is costly. Now what? Rome has no natural military advantage from its UA, like China or Japan. Its military power comes and goes with legions. I should continue to press the attack while I have a strong army, there's no reason to stop now. Morocco is the next logical target.
Morocco's cities aren't exactly enticing. I may keep the one with citrus in it, simply because I lack that resource, and then of course I'll keep the capital. As I said before, religious CS aren't particularly useful to me, so I could always conquer Wittenburg since my army is already close. Thing is, I believe I can only conquer one CS for free. The second CS I attack causes them all to become wary of me, which I don't want.
So I'll keep marching my legions, and aim for Morocco next. I'll need to build coliseums everywhere and build the Circus Maximus to handle the happy cap. My religion will come next, I suppose I'll adopt Piety for my second policy tree.