I haven't got time to look at all of your savegames, so I will just comment on the first and last ones you provided. I will echo the post above and say that a few screenshots are much preferable to a vast number of savegames (though still provide one or two savegame files if you want close critique of your game).
OK, first things first. Your Workers are improving tiles in totally the wrong order. In your first (1280 BC) save provided, you have all of the techs required to hook up your Cows, Rice, and Deer, and yet you have not done so. Even worse, you are wasting time improving near-useless tiles. (Examples: At Beshbalik, you have built a plains-farm (2 food, 1 hammer, 1 commerce) with preference over a Deer-forest camp (4 food, 1 hammer). At Karakorum, your are building more mines than your citizens can actually work with your food level, while your valuable Cows and Rice lie unimproved.) In the early game,
food is the most critical thing to get, as it allows your cities to grow and work
more tiles, which in turn allows
more hammers and commerce in the long run. Thus, you should aim to hook up all of the resources which give a high food yield (such as your Cows, Rice, and Deer) as fast as possible.
You should also have had at least a few cottages up by this stage of the game. Building them early is important, since otherwise your economy will start to fall behind that of your competitors' (more so at the higher difficulty levels).
City placement should, for the same reason, be centred around obtaining as many food resources as possible, while still allowing potential for hammers and commerce. Case in point, I would have settled Beshbalik 1 tile west of your location. It still keeps the health bonus from the river, and the Deer and Copper resources, but gains a valuable Wheat food resource. Alternatively, settling 1 tile north of Beshbalik would have let you access the Gold resource from that city. Regardless, you could have done much better with that city's placement.
There's still some good things that you have done, so don't lose heart. Building the road between Karakorum and Beshbalik was a sensible move, although improving your cities workable tiles should have taken first priority. I would also have founded my second city much closer to my capital, perhaps claiming the Iron resource rather than the Copper, but perhaps that's a personal choice. The fact that you have so many Axemen up so early is indeed another good thing, although I think that it is not wise to be going after a target so far away so early on. I would expand my empire more, build more roads, maximise my production and commerce, and only
then roll in for the attack with all guns blazing.

Right now, it's difficult for you to effectively mount a campaign, since your reinforcements have to travel so far over unroaded terrain (and you only have two cities to back yourself up militarily).
For your research path, I do not think it was wise to beeline for Iron Working straight from the start, especially with Kublai Khan. Getting the vital Worker techs first is usually more important, along with perhaps some other options (eg founding a religion if you start with Mysticism, getting Archery early to assist your early expansion).
OK, now for the 1700 AD save. My first impression - wow, that's a lot of wasted good land east of Karakorum, especially along the coast. I would have settled all of that a long time ago if I were the one playing, probably even before my first war (since I prefer to get my own empire up and running before claiming other nations' empires). Regardless, you should absolutely have settled it by 1700 AD, and the fact that you haven't is hurting your nation now. This wide open space filled with fog would be killing you if you had barbarians turned on.
As I suspected I would see from looking at the first save, I indeed found that you have a vast lack of cottages in 1700 AD (which is also why you are just now researching Military Tradition, whereas in my games I would be starting to put together the Space Ship). You have too many farms, where they are not needed, and not enough cottages. (Pretty much all of those farms around Karakorum, Seville, Osaka, and many other cities should be converted into cottages.) On the other hand, you have no farms where they are needed (case in point, Ning-hsia), and too many cottages that cannot be worked in these locations.
You have far too few Workers for the size of your empire. I would have
at least double that number with your empire's size. The Workers that you do have are also not working in the top priority locations. It is
useless to improve all of the tiles around a size 4 city, since it cannot use those improvements.
Also, you are working the wrong tiles in many of your cities. Karakorum is working a 3 food farm where it could be working a 3 food, 2 gold lake. Turfan is working a 1 food, 1 hammer plain where it could be working a similar plain with a cottage, or working the sea and growing. There are countless other examples. You seem to place a high priority on production, which is a good thing in the short term, but it hurts you in the long term. Many of your cities could grow much larger under your health and happiness limits, and the short term sacrifice of production for food would pay off in the long term with a much greater yield of production and commerce once your cities have reached their maximum allowable sizes.
Once again, your city sites are not always sensible with regards to claiming resources and food potential, and you leave too much space between many cities. Do not be afraid of a little overlap, especially when it is necessary to take advantage of good resources. You are missing out on many excellent city sites due to your 'spread-out' city placement tendencies.
You are not taking advantage of diplomacy enough (or even at all, as far as I can tell). You have only signed Open Borders with one person (and you have not even bothered to explore their territory!). You have not traded world maps either. As a result, you barely know the borders of your own empire, and have not ventured more than two tiles outside it at most points. By 1700 AD, I would hope that I had uncovered the entire of the map by exploring myself, and trading around with other AI. I would certainly have explored my own continent (by the use of Open Borders where necessary) by the early AD years. Not knowing what lies outside your borders is a massive disadvantage to you - you cannot plan future city sites, and do not have the strategic ability to plan your military strikes in advance (since you don't even know where most of your opponents' cities are!!!).
Your avoidance of diplomacy has also hurt you because you have neglected to take full advantage of tech trading with the AI. In your 1700 AD save, there are many trading opportunities which you have, but you are not utilising. Tech trading is perhaps one of the most important things in getting ahead in Civ4. If you work together with a few good AI friends, then you can become far more advanced than you would otherwise be (especially with the AI on the Warlords expansion patch, who can keep up with you much better in the tech race).
Next, Wonders... I see that you have just started building the Taj Mahal in Karakorum, and yet you have no source of Marble. This is a bad idea, especially since your civ is not Industrious. There's a high chance that another civ with Marble will build the wonder faster once getting Nationalism and take the wonder from you. Even if you do manage to build the wonder yourself, that is a LOT of hammers and turns that could have been invested into something more useful. Worse still, as you have not explored your continent thoroughly, there could be a source of Marble lying undiscovered just out of your line of site, which you could have settled (or taken from the AI).
For the most part, you should try to tilt your Wonder building efforts towards your strengths. If you have stone, build mostly stone-sped Wonders. If you have marble, build mostly marble-sped Wonders. Don't waste your time by trying to gamble against the odds on Wonders which you don't have a realistic shot at.
And another thing. I see that you built the Hanging Gardens, a rather nice wonder due to its Great Engineer points. You generated at least two Great Engineers... but then used them as
specialists in your capital!! Most players that I know of would agree that in the early game, this is a very big mistake. With those two Great Engineers, you could have got yourself two other powerful wonders, perhaps such as the Great Lighthouse, Colossus or Great Library, each of which would greatly benefit your economy and/or research.
On to Buildings. Don't build them where you don't need them. You are building a Colosseum in Nara, a city that needs no happiness. You are building an Observatory in Ning-hsia, a city which is producing almost zero research. You are building a Jewish Synagogue in Barcelona, a city deep within your territory which is producing minimal culture anyway, and cannot use the extra happiness. There are many other examples that I could find if I looked through all the saves, I'm sure. Make sure that you really need what your city produces.

(On that note, the cities producing research might be better off expanding your [currently very weak] military. For that matter, why are you producing buildings in so many cities at all? You desperately need to expand that weak military of yours.)
As to your military endeavours. First off, a note of praise amongst all the criticism - you are doing well with your production.

(You just need to work on the food and economy side of things now, as I mentioned above.) A first glance at the map reveals that there is no defence in Edo, right next to the English border, which is just asking for trouble. You should fix that.
For the makeup of your army... why the obsession with Pikemen?

You have far too many Pikemen, and far too few Macemen. (Macemen are much better as city raiders, and experience fewer problems. Their only tough target in the field is the Crossbow, while the Pikeman is demolished by Crossbows, Macemen, and even ancient Axemen. Pikemen are moreover, miserable at city defence. Judging by your use of them in this way, I'm guessing you must be used to earlier Civ games. Get out of that habit!!) You also have
far too few Catapults.
Catapults are absolutely, totally vital to any successful military, offensive or defensive.
This, I heavily suspect, is why you have been experiencing so much trouble in taking Saladin's lands recently. Many new players underestimate the sheer value of Catapults, with their city bombard and collateral damage abilities. In a regular early game war, my military will often consist of
one third to a half Catapults. They are
that good. Every city that you take should be bombarded down to low or 0% defence before you send in your main military units (probably Macemen) to do the attacking. If one city has a particularly high number of defending troops inside, then it is often worth 'suiciding' a few Catapults before attacking with your main force. While it is likely that you will lose the Catapults that try to attack the city, they will deal a large amount of collateral damage to most (or all) of the defenders, which will make it an easy job for your main army to finish mopping up the job.
Promotions - you are promoting your troops too early. You should save your promotions up until you actually need to use them. In this way, you can select the most appropriate promotions to use against the troops you will actually be encountering, and at the same time, have an easy healing ability at hand (using promotions restores half of a unit's damaged hit points). It is no use to promote a unit to anti-archery if he'll be fighting an Axeman, for example. At the stage of the game that you are at, the anti-archery and anti-melee upgrades are starting to become obsolete, and are far less valuable than other paths (eg city raider).
Civics - you have made colossal blunder here. You are not using any new civics
at all. Many new players to Civ4 underestimate the importance of civics. They can give
huge advantages to your civ if you choose them wisely. For instance, Bureaucracy increases both the hammer and commerce output of your capital by
50% - that's massive. Organised Religion increases your hammer output for buildings by 25% in ALL of your cities that have your state religion - again, massive. You should get a pop-up whenever you research a tech that allows a new civic, so
take notice of it!
F3 is a key you will want to remember - this lets you enter the civics screen, and change your civics if you wish (which you probably will). In your case, I would have switched to Hereditary Rule, Bureaucracy, Slavery and Organised Religion a
long time ago. The single turn of Anarchy (and not even that if you're Spiritual) is well worth obtaining the new benefits of the civic.
There's probably more I could say, but I think that's all that I'll do for now, since I've got to do some other things. (Plus this is probably already essay-length and more than you can take in at once.

) I hope that this has been of some use to you, and that you don't take my critiques as criticisms. We all start out as beginners at this game, and we only get better by learning. It's a good thing that you're so actively trying to learn more by asking questions on this forum.
Cheers,
Lord Parkin.