From my strategy guide:
When you start the game, set the taxes to tech 100%, but stop building tech once you've got phalanxes, legions, cavalry, chariots, catapults, and triremes. Save your money afterward, maybe to buy military wonders like the lighthouse or the Great Wall. Build the following in every new city: militia, settler, barracks, phalanx, phalanx; then send the militia off to war. When a new settler is made, build a short road about 3 or 4 squares long, then build a new city. Keeping your cities small and close together makes them way easier to defend. Don't let your cities grow to a point where they need temples. Build only to the following sizes: Emperor-4, King-5, Prince-6, Lord-7, Chief-8. With these sizes, the two phalanxes should be enough to keep the people content. Build about 10 of these cities. After a city has finished building its starting stuff, have it build exactly what the military advisor says, unless the domestic advisor says to build a diplomat, in which case you build a diplomat. The other exception is if you badly need a trireme. Don't build city walls, granaries, marketplaces, or anything else like that. Send your armies out in steady waves, using ferries where necessary. If you build a settler, send him along behind the troops to build forts, if need be, and use him to rebuild cities you destroy. Have your settlers leave a road in your path as your armies tour the world. When you meet a civ, make peace with them, if possible, and then immediately attack and kill everything they have. You will be unstoppable. If you have a choice of techs to steal, take military tech. If you run into a city with a wall, try to take it out with a diplomat. If that doesn't work after much trying, surround it with militia and start a seige. When you take a city, adjust its land usage so that it shrinks back to a good size, and sell off all of its improvements.
Also, during war these two are handy:
Ferries
If you need to get huge armies from one continent to another, the best way to do it is not with piles of sails or whatever, but with one trireme. Place the trireme at the edge of one continent at a place where the space between the two continents is less than three squares. Sentry the trireme. When units walk onto it, carry them across, unload, and return. ReSentry the trireme. This is important! When units step onto the resentried trireme, it will get all of its movement points back. You can move an infinite # of units across in one turn with this. In one game, I once moved 105 military units across a strait in one turn. This was a bit dangerous, becuase they could all have been wiped out with one attack, but the force I brought over was more soldiers than the civilian population of the civ I was attacking! I destroyed that civ within 8 turns of landing on that continent.
Seige:
Every city uses the squares around it for food, production, trade, etc. That city will lose the use of those squares, however, if an enemy unit occupies that square. The deal with the seige is just like in a real seige. You get a bunch of cheap units (militia are good. Or, later in the game, use your obsolete defense units for this instead of disbanding them), and you cover every one of those squares. As the city slowly runs out of food, it will stay the same size for a long time, then it will begin to shrink quite quickly. To ensure your success, try to cover the squares that have resources (shields) on them first, so that your opponent's city loses the ability to build many units. Although computer players will not lay seige to your cities, they will attempt to cover your shields on occasion. To defend against such an attack, make sure that your city is built on a square that has at least one shield on it. Or, you can just use a military rotation system, so that each city is defended by units from another ciy, but that does not work with a Republic or Democracy. Lastly, some cities can get a lot of food from the sea, especially if there are fish nearby. Use triremes (if possible, because they're cheap) to cover those sea squares as well. A seige is the best attack against huge cities with city walls.
If you follow these to the letter, you can't lose. I've won on Emperor+2 with this strategy, although it was a lot harder