Well, I am really hooked to the game, and as a some-kind-of-veteran in Civ4 and its expansions, I do recommend the following:
1: At first, when you have very few workers, don't automate them. maybe you can tell them to go and make a road to a resource you really need with the "Creating Route" command. That will take care of the farm-quarry-mine-or-whatever-you-need.
2: When you start having many cities in your continent, put a few of your workers on "build trade connections", which will take care of the resources, and control your workers manually. It's better if you don't put them to "improve next city", it might make something you don't want.
3: Be careful and constantly look for what the workers do. I have suffered many times the stupidness of the workers, because sometimes (especially if it's a resource you can see but can't build the required improvements) they decide to build a fort over said resource (does anybody happen to know how to correct this bug?)
4: If there is one or more continents and you have managed to expand your empire overseas, send many workers there and put them to "build trade connections". Your economy will appreciate it.