A fast early build is a huge help. I posted my tips in the thread Fast Build out.
Basically, I have found two decent ways for a fast early build. One involves building the first colonies very close to the capital, two to four squares distant depending on terrain. The second involves using slave camps with access to grass and wheat or cow icons.
For slave camps, I hurry production whenever the population reaches two. First thing is to rush build a settler at pop 2, switch to granary, then rush build the granary when the pop reaches 2 again. After that, rush build whatever you need, but it is great for an early military. If you have no need for units, these units can be disbanded in distant cities to accelerate production.
For the other method, which I call the magic square because the first colonies are often two squares diagonal from the capital, anything can be built. I find one warrior per colony, and one worker for every two colonies is a decent ratio. I find that it is generally not worth it to go after barbarian camps, better to disperse them by building cities near them.
With either method, build a warrior or two first and then a settler. I often send extra workers to join the pop of the capital city to increase the number of settlers that I can crank out.
After a fast build out, you can choose the play style that suits you (on lower difficulties). You can research, you can do culture, you can build units and rush the enemy.
Keep in mind that cities about 15 squares from the capital produce nothing. Slave camps or disbanding units in these distant cities are about the only way to get any production. The Forbidden City is an option at 10 to 12 squares away, and gives you another hub to have another industrial center (magic square).
This is getting to be an extremely long post, but stake out iron and horses early. Focus on those techs if you plan an early war. Also claim any luxury goods. They help a great deal and can often be traded at great profit.
