When fighting industrial age wars, I like to build fort cities in CxC placement right up to the enemy borders and have my large army of workers rail the tiles around them. I then send my artillery to red-line enemy units and cavalry to finish off defenders and raze the enemy cities. I hate fighting wars before the industrial age because my units usually die against defenders and my armies suffer huge casualties. Do you have any tactics that you find useful for ancient and middle age wars? The only tactics that I have is: build a huge stack of swordsmen/knights and charge towards the enemy core destroying all cities in my path. Also, I have read many posts on these forums that say that catapults and cannons are useless because they miss a lot. Would it be worth it to build an army with combined arms instead of a stack with only one kind of unit in it before the industrial age?
That huge stack of knights should simply do the job. If they don't seem to be very effective, build more, or try to get them earlier so that you can attack before they have pikes. The key is not to "just build some knights" but to focus on this. Have almost all of your cities produce nothing but knights or horses. After researching chivalry, you can stop researching. disconnect iron to bulid horses and reconnect it again to upgrade those horses to knights. This way, you can invest both your shields and your commerce into your army.
It is best to start fighting well before knights usually. Just go to war as woon as you have some horses to do this. Just don't get them too far from home, as soon as you research chivalry, you want to get them back home for upgrading.
If you do this all properly, and the game does not require navigation to reach every enemy, depending on your skill and the quality of your starting position, it is possible to win the game by domination/conquest with nothing more advanced than knights up to deity level (good skill & good start position)
Of course, you may not have the skills and start position to win with knights on the level you are playing. In that case, it may seem like a big sacrifice to stop research in favor of upgrading those horses to knights. It is not. Even though the knights cost you so much to make, cost you upkeep, and the wars may cause you war weariness (you should be republic), it is still well more than worth doing this. Conquering some enemies will provide you wonders, luxuries, great leaders, territory, population, cities and you can demand technology from your enemies in return for peace to make up for the lost research. When your conquest is slowing down (most likely when your enemies are getting gunpowder) you can call your knights home, reinitiate research and proceed to cavalry or industrial age.
The extra territory, cities and population you conquered can be turned into specialist farms to speed up your research. The conquered luxuries will allow your home towns to be happy. Now is probably a good time to build some marketplaces in your big cities for extra benefit from those luxuries. you probably want some extra libraries now as well. (you can build a few of these in ancient age to help you reach chivalry, but don't make too many too early, just 4 or so before chivalry is fine) If you have any chance to conquer the pyramids on your continent, do so.
To get a good start, it is important to fully focus on food and thus growth in the early part of the game, and start building barracks everywhere in time. Do not waste any time on temples (you don't want these at all) build granaries only in key cities (settler/worker factories) and delay most of your markets and libraries until after the knights. There are always some cities that need a harbor, an aquaduct and a library for border expansion before they can be operational. These cities will never be productive. Don't let them build knights, let these cities worry about themselves and what they need. They are basically just a source of commerce and when they are done with their required builds, boats. Try giving these towns low priority in settling.
.Like Mas said, "FOCUS", Trade tech with others civ, if possilbe. When you at war every activity must be directly focused or purposed for it. Example, If you build a temple, it should be for war purpose not for culture. 
