Just paying it forward.
I tend to autamate my workers, hence the windmills. Ill work on that one in the furure.
Definitely do so. Choosing your worker jobs manually is possibly the most effective way to improve your game. It not only allows you to better specialise and develop your economy, but also forces you to think much more carefully about what exactly your cities are for, and helps you to understand the game mechanics much better.
As for points 1-7, that may have been my biggest mistake now that i think of it. I didnt really plan that much, i just build stuff i thought were good to have. Same for tech tree, thats probobly the reason why im not ahead military-unit wise?
Indeed. There are so many different elements to cIV that you can't hope to do everything. Deliberate city and tech planning, along with setting goals for yourself, is the only reliable way to advance through the difficulty levels. In each case, ask yourself 'how does this build or tech choice fit into my overall plan?'
One of the most compelling elements of the game comes from the synergy between different wonders, buildings, civics, improvements and strategies. For example, if you build the Pyramids, you can switch to Representation very early in the game, giving you +3

per specialist. In this case, it's usually smart to use a lot of specialists, which means that farms, The Parthenon, Caste System (etc. etc.) can work together in a coherent and powerful strategy.
Once you start to grasp which elements work well together (and why), you'll find that there are almost infinite different combinations which can be put together to create new, interesting, and effective strategies.
I never even used slavery, thought of that as kinda cruel to my people^^Thats a big no no i civilization right?
Yep. Especially early on, Slavery is the most powerful civic by a massive distance. Whether it's infrastructure, workers/settlers, or troops you're after, you can get them faster (and in many cases much cheaper) using the whip.
I'd suggest reading (at least part of) VoU's guide to the whip, if you have time:
http://forums.civfanatics.com/showthread.php?t=193659
I didnt start a war early on, i waited to long and lost to much land to my competitors
It's not as bad as you might think. You're still in a strong position thanks to later warring. But, as you rise to higher levels, the value of early conquest increases dramatically (because the AI has so many bonuses).
The trick is learning to pace your conquests so that maintenance costs (which can be vicious on higher levels) don't cripple your research - you need an economy capable of supporting more cities before you expand.
Ill try to work on these things in my next game, if there are more suggestions ill be happy to hear it
One thing I forgot to mention is the use of your leader traits and your civ's unique unit and building.
At least one of your traits should always play a major role in your choice of strategy. UUs and UBs can also be leveraged to great effect (though not always - it's rarely worth sacrificing an effective strategy just to get some use from a UU or UB).
When choosing a leader, look at their traits/UU/UB, and think about how these might be put to good use (in a similar way to that when choosing builds or civics).
Reading the early part of one or two of Sisiutil's ALC threads is a great way to get a grasp on how some of these elements can be used, and on how to approach the massively important early choices (and they're highly entertaining to boot).
Good luck!
Edit: This thread has links to all of Sisiutil's previous ALC games:
http://forums.civfanatics.com/showthread.php?p=5320091
Games 13 and 14 might be the best ones to look at - two very different leaders/strategies.