My game has been much like Rain's so far... While I only played up to 1400BC, the fact that I have full knowledge of the map, and knowledge of iron/horses locations, makes reading this thread OK in my mind
My initial goal was to cram as many cities into my little penninsula and try and hold on until the end of the game. But when I got out into the rest of the world with my scouts, I realized shockingly that I wasn't that much worse off than the other civs. Most of them have very bad starting positions too... especially Japan and Egypt

Of course the best thing that ever could have happened in my game was getting a settler from the first goody hut. [dance]

[dance] I was literally thanking the Civ3 gods out loud on that one (eliciting a strange look from my roommate).
Rain is right: the starting spot sucks, and expanding into the no-food mountains is simply not practical. I'm founding my first city across the little bay next turn (with plenty more on the way); it looks like a good area to begin the FP eventually. I beelined for mapmaking right away, and got it pretty fast due to some fancy trading. I think that the two most important things on high difficulty games like this are 1) flawless city management, both to maximize tile useage and build the proper things and 2) mastery over the trading system. I was the first to make contact with the English, setting off this round of deals:
English: Contact with Russians/Germans for contact with Romans
Romans: Contact with Russians/Germans for contact with Japanese
Japanese: Contact with Russians, Germans, Persians for 2 techs
Romans: Contact with Persians for a tech
Persians: Contact with English for contact with Egypt
Egyptians: Contact with English for a tech
Romans: Contact with Egyptians for a tech
Japanese: Contact with Egyptians for all their gold
Net result: contact with everyone + 5 techs + cash. I made a similar killing when mapmaking came online; I traded my world map for mapmaking (the tech), sold mapmaking for other techs, sold my world map for money and territory maps, then used that money to buy a world map, and sell it again for more money. This kind of trading allows the human to make up for the ridiculous AI advantages. Of course I will be falling behind soon, and can't prevent that...
Another thing: when you get surplus gold, either rush something with it in non-despotism or spend it on something. If I have more than 50g, I use it for an embassy because the AI will just demand it from me soon otherwise. And embassies provide info, improve relations, and allow for military alliances.
This game is pretty sweet!
