Roads allow units to move faster, both by increasing the movement rate directly and by allowing you to ignore terrain and feature movement penalties (from hills and forests/jungles). They also connect resources to your cities - unless it is connected, you don't actually have the resource and don't get the +1

or +1

that many of them give (or more with various buildings, like an extra +1

from wheat if you have a granary in the city) or the ability to build the units taht requires specific resources (like horses for chariots). Likewise, they connect cities together allowing them to have trade routes with each other (with various techs rivers, coast, and ocean also do this), which gives you more commerce output, and share connected resources.
Villages increase the commerce output. But you don't build villages, you build cottages which, after working them for a while, turn into hamlets which then, after working them for a while, turn into villages which then, after working them for a while, turn into towns. Each step adds more commerce output to the tile.
A simple illustration of where commerce comes from and it does for you is give by the chart in this thread:
Commerce flow chart (note: this is not for BtS, which has a few extra things not on the chart, like espionage points).There are articles over in the Civ4 - Strategy & Tips forum on what commerce is about. Primarily, commerce becomes research. It can also become gold (money), culture, and espionage. In essence, more commerce = faster research. You can also turn down the research rate (temporarily, hopefully) to get more gold which you can use to upgrade units and some other things. A few things produce a little gold directly, but usually it mostly comes from commerce.
After the early parts of the game you always need to produce some gold because cities cost maintenance which is a cost in gold, which increases with number of cities, distance to them, and the size of the cities. Units also have a cost in gold after some number (which depends in part on the population of your cities, more population = more units that don't cost anything in upkeep). Having more than just a few units outside your borders also costs gold.
By the way, the term "gold" is confusing in part because it is two different things: money (which you can accumulate and spend and comes mostly from commerce) and actual gold (the resource, produces via mines on the tiles that have it). The stuff that comes from commerce really should have been called something else.