I'll go over a couple things I find useful that weren't already stated by SlobberinBear and SourBoy....
Branching Troops
This is basically having a main stack of your most experienced and battle-ready units and counters, and 2-4 smaller stacks depending on the number of cities to be attacked. The Main Stack must include 2 Medics, both of which must be the weakest units in the stack (thus, they're not selected by the computer to defend). The smaller stacks can have 0-1, since they won't see as much action. Simply let the Main Stack hit the Capital, Holy Cities, and highly defended cities in a certain area. The ports, farming communities, etc, should be taken by the Secondary Stacks. This spreads your troops in an optimal ratio to take as many cities as possible in a short period of time.
Military Teching
Simple. Beeline for BW/IW, grab improvement techs, skip Alphabet (if unrequired), then hit Machinery and Engineering. Try to get Code of Laws for the Courthouses before your first or second war, then continue. Hit Gunpowder and Chemistry for Musketmen and Grenadiers, then Rifling and Military Tradition for Cavalry, Riflemen, and West Point. Finally advance to Assembly Line (if the warring has stretched that long) for Infantry, and as a last resort, Industrialism for the most powerful units: Tanks.