Well, playing Brazil, a non-colonial power, is indeed a bit different. No industry resource -> you can't build a couple of city improvements or great wonders. But that's not such a huge disadvantage as one might think. Money shouldn't be a big problem, as well as research when using scientists. The ground units are more or less on the same level than most of the other nationalities - at least before 'The Great War'. A big disadvantage: you cannot build any colonial workers. War weariness comes fast. Tip: close the sea passage on southern South America (strait of magellan), then you don't have to watch all the forein ships passing...
Military stuff... well, the same as always: lots of artillery and a mix between cavalry and infantry, and maybe some ship bombardment. The first cities are a bit hard, but the more equipment you have... First conquered Uruguay, then Argentina, then Chile, then Central South America (from now Field guns were necessary, damn MG units...), then New Grenada, then Central America. But then... the USA were struggling with the British Empire and had lost 3 cities (Detroit, Cincinatti, Seattle) to them, and as Mexico had lost 3 cities (Guadalajara, Monterrey, Tampico) to the BE as well... and Mexico had lost Villa Hermosa to the USA... very fragmented, no easy way to progress, so i dropped tons of units in southern Mexico, declared war on all three and started conquering North America, only 3 canadian cities missing.
It's the end of 1910 now. The 'The Great War' tech has been discovered, the brazilian infantry as been upgraded, and i was already able to produce a couple of overseas infantry (upgraded to expeditionary infantry). Some stats: 43 expeditionary infantry, 268 Para Class Destroyers, 307 Field Guns, 19 Corps, 53 MG units, 217 Light Cavalry, 185 Brazilian Infantry, and 39 Brazilian Rifleman left.
So... who's next? I need a target that is close to South AND North America, so that convoy routes are short. Well, France has made a bit of progress in Africa and against Spain, but recently got hit by the German Empire... here we go