While there is SOME truth to that with Al, oil is a gimme. If you honestly have zero oil handy then you should BEELINE for SE. More likely you got some advantage for not having oil and you should leverage into new oil ASAP. If you are really desperate, do a marine Amphib assualt on a few towns, raze em to the ground, and then build a new city on top of coastal oil. Pack full with defenders.
Alternatively you just leverage the other great strategic resource: Uranium. Don't have tanks? Who cares you have nukes, cavalry and paratroopers. Don't have Al? Who cares, you can just nuke the SOB into the stone age.
This, of course ignores the other options of:
1. Buying the resource from the AI (works best if they are friendly and you have another strategic resource to offer).
2. Teching out to Robotics and going on an Arty/MInf ramapge.
3. Going for a diplo win.
4. Going for a culture win.
5. Starting some AI - AI wars and poaching a few cities with oil.
6. Building to space.
Very, very, very rarely has to map made me lose, most of the time I made a bad call or gambled too much.