You might want to give Shaka a go for an early Conquest/Domination win. Been playing around with him in SP and MP, and I've fallen in love with Impi's. At first glance you might think they aren't good for attacking since it's just a 2 move spear with terrain mastery, but they are probably the toughest 2-move unit of the era to get rid of. Impi time is a bad time for your opponents, but a fun time to be you =). You can pillage with near impunity, you really only need to worry about axemen. But with that wonderful terrain mastery promo you should easily be able to avoid them.
First and foremost is finding copper, second order of business (if it's within reasonable distance) is settling horses. As soon as you can start building Impi's (and a few chariots if you got horses), and NOTHING else except the odd worker/settler/happiness building/forge as needed. Make sure to focus on hammers in each city as much as possible, to keep the Impi factories churning out units at a feverish pace. If you did manage to get some horses hooked up, make 4 chariots to keep your Impi's safe from Axemen.
Send the first Impi you build out to scout/steal a worker from the closest enemy, even if he has metal. Use those fast Impi's to destroy the metal, you don't really have to worry about Axemen if you move properly. Next order of business is pillaging roads so enemy units won't equal your speed (well chariots/horse archers will, but obviously those are quite useless at taking out Impi's). Then just get 2 Impi's per city defender (unless there's axes), and unless it's at +60% defense your going to obliterate it easily. If the capital is too well defended, just choke it out with an impi or two, and move your other Impi's to see if you can take their smaller cities, while beelining construction for obvious reasons. While applying the choke, you want to cripple production as much as possible and bide your time till you get cats on the move.