Howdy,
I'm fairly new to this game myself, and I speak only from my own personal experience, but here's some of what little I've learned so far.
1a.) Cultural, diplomatic and dominance victories only piss me off, since they can come without warning on any given turn during the later stages of the game. There is no realism here, since this is (in my humble, war mongering opinion) a game of conquest and not score keeping.
1b.) The retirement date of 2050 sucks. On a huge map it always comes just when things are really starting to get intense and interesting.
You can solve both of these problems with hwinkel's TCG saveGame editor, which can be found about halfway down the page on this thread:
http://forums.civfanatics.com/showt...&threadid=14093
Or you can skip all the discussion and just go straight to it:
http://forums.civfanatics.com/showt...&threadid=15620
Note: this editor also allows you to give yourself, and anyone else, as much gold as you want. This is a great temptation, but it really does take the intensity, uncertainty and, I think, a lot of the fun out of the game if used to excess.
2a.)Build your cities and fortresses on hills and I believe that you get an additional defense/offense bonus. (I repeatedly lost battles to conscript units using elite modern armor in just this way until I figured it out.)
2b.)ALWAYS attack from hills if possible.
3.) Bombard enemy units until they are in the red, then kill them off with conscript units . . . usually upgrades them to 'regular' status.
4.) As for creating leaders and elite units, I've found that if you catch barbarian camps when they still have two units in them, you can easily upgrade your modern armor from veteran to elite by simply attacking them twice (winning two battles in one turn) which does the trick. I leave a portion of the map under my control dark for just such a purpose, almost like a live-fire training area, where my modern armor goes to get elite status during peace time. Not only is this a real plus when war breaks out, but when elite units win battles leaders are sometimes created. I've created almost a dozen in the last three days in just this manner. Also, build the military academy, which allows the city that builds it to also build army generals just like any other unit.
5.) As far as capturing and holding onto enemy cities goes . . . I don't. It requires far too much unit power to begin with, especially during the heat of war when every unit counts, and even if you do station multiple units in a captured city there is no guarantee that it won't switch back to the other side (eliminating your units in the process) on any given turn, especially if the city population is more than 20. (I lost three armies and eight or ten modern armor in one city on one turn in just this way, not to mention assorted ships and aircraft fortified there . . . frankly it just doesn't payoff.)
Solution: use settlers. Make them as much a part of your battle-plan as armies. During wartime, a settler can carve out a settlement right in the middle of enemy controlled territory. I typically don't do this as a rule (remembering: one step = one square movement = one turn) but choose instead to bring them right up to the enemy's territorial line (zero movement points) and building there, then attacking again and using another settler to build again. You will need enough gold to wage this sort of battle, because you'll need to build a barracks (for unit repair) and possibly an airport (for reinforcements) on a one turn basis. (And probably more than once or twice if you're being heavily bombed.) Employing this sort of 'attack-build-attack-build' strategy, it becomes relatively easy to cut an entire country up into two, or even three parts at its narrowest points, thus cutting off 'zero movement' supply lines in ALL directions. Keep in mind that vacant territory left behind you can be big trouble if it still has railroads built on it, since this becomes a zero movement area for one and all. So fence it off with YOUR cities. Thank god a city can't be bombed or bombarded into obliteration, but remains at '1' no matter how many stealth bombers, battleships or missiles dump on you; not to mention getting your units 'off the street' and into a collective area that is far easier to defend than open country . . . especially for wounded units.
I'm sure that all the other advice posted here is good stuff, and I'll see if I can employ it as well in my next game, but as for now (I'm currently waging world war with both France and England, the last two civs left with me in the year 2124AD) I can only say that conquest really is, for me, the ultimate victory in this game, since diplomacy should, but does not, allow for a mutual victory by one and all, true culture means little without a way to protect it in the face of tanks, and dominance (civ size) is grossly unrealistic . . . since it does not take into consideration the forces, agenda or determination of either side.

ES