In the early stages of the game I expand my civilisation and usually take contro over a continent, which is very easy to defend. Usually I share the continent with one AI, and I move quickly to eliminate that opponent, but when that has been achieved I consolidate. In the beginning I always believe I can finish my consolidation within a couple of years, but when I reach a point where I feel ready to expand and absorb, without having to rely on the production of the new territories, I find myself with howitzers and stealth fighters...
First I use mainly legions and catapults, push them to the adjacent spots of an enemy city, and attacking after one turn.
Then I use the same technique when I acquire more advanced artillery units and infantry units.
Airplanes are rarely something I rely on, since bombers have only one strike per turn, and I need more attacks per unit to defeat the enemies at a very late point in the game.
Due to my policy of consolidation, I also build very much infrastructure, so a few artillery units positioned at a railroad crosspoint is enough to push any invasion into the sea immediately.
I build a large navy, due to the fact, that I control an entire continent. I do not build fast units, because they tend to be weaker than they're fast. Instead I rely on scattered submarines, and many large, heavy ships.
I usually do not begin expanding before I have achieved absolute superiority to the enemy. That way I can make 'blitzkrieg' and absorb an AI within a few turns.