I try to get a core three cities established as early as possible, by expansion or conquest. in those cities, I try to develop their strengths right away. Then, once my core is on its way, I turn my attention to the next round of expansion. Depending on the situation, after my core is established, I generally won't expand more than two cities at a time, since I generally focus a lot of resources (gold purchases, builders and traders) on getting new cities up and running as quickly as possible.