Aztec tradition+honor looks promising; that's the one I'm playing now, but I have no iron and jaguars are getting kind of weak. I can either conquer a CS that has iron and furs and Cerro Potosi, or wait until I research gunpowder and ally them long enough to upgrade everybody to muskets.
A couple things:
First, I find that the Aztecs, despite first impressions, aren't particularly suited to Honor. I mean, you can use any of the "standard" Honor strats, but that doesn't really play to the Aztecs' strength.
The Aztecs' true strength isn't the Jaguar Warrior or their +culture per kill, but rather their Floating Gardens. Those things are *amazing*. To maximize their awesomeness, focus on Tradition for the growth bonus, followed by Rationalism. The Aztecs are, above all, a science civ thanks to their amazing growth (if you play your cards right) combined with their jungle start bias. I do usually make sure to build 2-4 jaguars, though, and then I upgrade them through the entire tech tree so my front line meat shields all have the jaguars' starting promotions.
Second, regarding the iron situation in your current game, consider upgrading the jaguars as soon as they can be upgraded to Longswordsmen. Once they're Longswordsman, it doesn't matter so much if you lose the iron. True, if you do happen to lose iron, then they'll fight with the "missing resources" penalty. But you can usually play around that. (i.e. either make sure you remain at peace until Musketmen upgrades are available, or rely on your Crossbowmen for defence) And whenever you *do* research Gunpowder, then all those Longswordsmen can be upgraded whether or not you've lost access to iron.