Although the Romans have overwhelming power anywhere they choose to concentrate it, they also face too many opportunities to take advantage of all of them at once. What do you think they should do first?
1) build wonders and a few buildings like libraries first, improve terrain in Italy, and after 20 turns or so start the conquest.
2) first expand north west, clearing out the Celts and claiming some rich land in France and Spain.
3) first expand east, clearing out the Macedonians and grabbing the Istanbul bottleneck.
4) Attack Carthage right away, putting the most dangerous enemy on the defensive from the start.
I think some combo of 1-4 is in order. The temple-in-every-city wonder is pretty essential. Does anyone use Caesar to build it, or do you always use Caesar to build the first army?
1) build wonders and a few buildings like libraries first, improve terrain in Italy, and after 20 turns or so start the conquest.
2) first expand north west, clearing out the Celts and claiming some rich land in France and Spain.
3) first expand east, clearing out the Macedonians and grabbing the Istanbul bottleneck.
4) Attack Carthage right away, putting the most dangerous enemy on the defensive from the start.
I think some combo of 1-4 is in order. The temple-in-every-city wonder is pretty essential. Does anyone use Caesar to build it, or do you always use Caesar to build the first army?
)
Your other tips are helpful -- thanks! I'm in the process of taking Sicily, and am building the Temple of Artemis in Rome as we speak... 
) I realized my mistake was to put too much into science.
)