Always be militiristic and Religious, why? Because of the Barracks and Temple. These two buildings are now cheap enough (in shields) to build in most of your cities and they set the prerequisite for Ancient Age War. Temple keeps people happy, expands your borders, increases your resistance to clutural flips and the "deposing" of newly captured cities, etc...Barracks upgrade units, heal them faster and most importently make them vetearn, being veteran is essiential when fighting that spearman, without it you WILL NOT win the war.
So to summarize: Build Barracks and temples (be militaristic and religious), conquer the other civs on the continent and now you have won the game, it is all a matter of time before you win. This strategy applies to all difficultiy levels.
P.S. It helps if you have a UU in the ancient age (therefore the celts is by far the best civ, they got it all to conquer civs during the ancient age). But if you don't, do the horseman rush, it works great, it is the best unit in the game next to the spearman.