Superevie,
Just asking this question indicates that you really are ready to play Regent or above if someone will only show you the keys to the kingdom.
The cheiftain difficulty level really is not designed to be played over and over. It is just to give you a feel for where the buttons are and how the game may progress verrrrrrrrrrrry sloooooooooowly. (agonizingly slowly).
Basically on cheiftain, you AI opponents are so handicapped that any game progress problems end up being purley a function of wher a player may fail to do one of just 4 or 5 key skill things that make the difference between being a victim and a player.
Read two key articles and make a strong effort to look at thos two key articles with a thoughtful eye and you will never be able to look back at cheiftain or warlord again without asking yourself "How could a have wandered around down there so long, when playing stornger games is so much more fun?"
The first article you should probably read is:
Improving Your Opening Play Sequences
(not because I wrote it but because worker task management, terrain assessment, and city placement is where most newer players make their first mistakes.)
Second you should get a better understanding of expansion and settler/worker farming by reading Bamspeedy's great article on:
Babylon's Deity Settler's
With these two sets of tools you can easily elevate yourself out of the wasteland that is the Cheiftain and Warlord zone of the game. I characterize these two lower levels this way not because of anything the human player does but because the AI players at those levels are so handicapped that the game drags and balks and many of the games most enjoyable features and play options will not even turn on.