You run out of money because you need to fund the military and each attack costs you (if you attack with some 12 units at a time be sure you'll run out of money soon). Best idea is to discover "Deficit spending", to credit you when you need and also aquire as many gold/silver/diamond ores. Trade is also a good idea, especially in the beginning, but towards the modern age (if you survive) you'll have only one or two opponents and you'll be at war with them. I generally win good money by trading iron, paper and steel (unfortunately, I am usually in need of those items myself).
BTW, would you care for an online game?