In my testgame I had an extrodinarily good starting position and a lot of luck with resources (cow, 2 banana's, corn, mined a hill, got silver, a floodplain). Anyway, I built 4 extra cities, got the pyramids and the great library, missed out on the oracle, so I decided to go for machinery first and hope to trade COL later on. Mistake... the AI does NOT traide COL, and without COL, no Civil service, and no Burocracy. Dispite this, I got samurai around 850 AD, (I had construction long before that so I also had a heap of cats). And started warmongering. I killed two civs, which gave me a lot of land (about 40% of the landmass around 1500AD, when the first musketmen began to appear. Tripple cityraider, double combat samurai still make mincemeat of these guys, but as I was carving up the third civ, they sudenly had rifles

. All this warmongering had taken its toll on my empire. No banks, few markets (although I did have courthouses and the forbidden palace at a good location) resulted in poor economy. It took me about 30 turns to get my economy up (80% science, +40 orso gold, also thanks to a captured holy city with shrine (I had no holy city of myself), but by then, the others had infantry (this is around 1700 AD). Luckiliy they are warmongering amongst themselves BIGTIME

, but I'm left a little behind, and will prolly win the game with a spacerace (I have lot's of good producing cities, and will catch up techwise fairly quick), as I'm not so good with modern warfare.
So.... how do you win with only samurai?
Well... I guess, raid more cities, build more defensive units to guard the new cities, get a bigger startin army to begin with (I had about 15 samurai and 7 cats when I started my war, and kept on building samurai), get currency earlier then I did to be able to keep the tech% above 40 and hope you don't have monty as a neighbour (in my game he had TONS of horse archers.. no match for samurai with double combat and anti horsies training, but still, 30 horse archers can do some damage).
Any other help on early conquest/domination?
Update (techs in order)
3760BC, mysticism (goodyhut)
3600BC, mining
2800BC, BW
2120BC, Archery
1875BC, Agri
1725BC, Masonry
1200BC, writing (after pottery)
940BC, priesthood (dang.. missed the oracle as it seems)
760BC, Pyramids!!
460BC, Alpha
100BC, Iron
140AD, Literature
400AD, metal casting
450AD, great library
930AD, Theology (double cityraider samurai

)
1020AD, Starting of the time of wars
1515AD, End of the wars as riflemen come into play
At that time I didn't have banking yet, nor feudalism!
hmm... after viewing the dates, I just was too slow I guess... should have cottage spammed some more :|