I went after Writing before I had developed a commerce base, which I might have done at least partially by (a) researching Fishing first (I was on a coast) and (b) getting my Great Prophet (I'd founded Hinduism), building my Shrine, and spreading my religion as quickly as possible. Cottages at the Deity level are a tough call because the Barbarians will pillage them unless you defend them, and you'll probably want most of the units you can produce just to defend your cities themselves. (Although, if you are not near a coast, what choice besides Cottages do you have?)
Early commerce is the thing I think I most need to figure out right now. Replacing the old road commerce benefit with Cottages and requiring Worker actions (and usually tech advances, too) in order to build these and to tap into most of the resource-based commerce bonuses really delays the availability of commerce, as compared with older versions of Civ. And the maintenance cost change adds another critical demand for commerce. The combination of these two sets of changes seems to have made commerce the king of early game concerns (well, other than surviving the Barbarians, but I think I've mostly figured that out).
Just given the format of the general Civ franchise of games, there are two things that are very hard to do without: growth and research. Civ IV has, for the first time, tied the limits of growth to commerce, and research always has depended upon commerce. Somehow that knot needs to be untied if there is to be success at the higher levels.