It depends on the level a lot I'd say.
On the higher levels (Immortal+), you should have taken all you can afford to keep with WCs, unless you butchered the attack. Like, you're not gonna take a few cities with WCs and then get to HBR to take even more cities before you have reached some key economic techs and grown the land you have a bit to have the economy to support a lot of cities. If you do happen to get HBR through fortunate trading though I'd definitely mix some HA in against the strong defenders.
On the lower levels it might be more to the point to keep pursuing military techs and just go Ghengis Khan on multiple Civs in the early game, but even then I'd still be building a lot of WCs.