My experience with Yaun Shao (Monarch difficulty):
I started at war with Gongsun Zan so I sent most of my eastern forces into his territory. I took Bohai with just a few and the rest had been sent straight for Ji, which fell easily. From there it was just a few turns march to Liaodong, which also fell fairly easily.
Concurrent with my invasion of Gongsun Zan, I moved against Ma Teng, whose cities fell like dominoes up until I reached Xiliang. (All of my warriors were in transit from Gongsun Zan's lands and I didn't want to take on Ma Chao and Pang De without them.) I had to secure an ROP agreement with Cao Cao. By the time two of my warriors reached Xialiang, I had already built 2 heavy catapults in the recently acquired city of Longxi, so Xialiang fell too, but at the cost of the two warrior units I had sent to capture it.
From there, I moved against Li Jue's city Changan. I hald already taken Li Jue's city of Wuzhangguan from Ma Teng, and Wei forces had already taken Hongnong, so Li Jue was out.
Next went Zhang Lu, and I'm not sure who took out Zhang Xiu, but I assume it was Cao Cao.
Liu Bei and Lu Bu are still holding out, as are everyone else I haven't already mentioned. Cities have been razed all over the map - China is a wasteland in parts.
I have just finished researching Medium Units, and have upgraded all of my Light Cavalries and Light Swordsmen to Medium. I have a good size force of Marine Infantry (not essential until I have river access) and a number of Heavy Catapults. My next move will be an alliance with all remaining parties agaist Wei. I have at least one tech up on everyone but Wei, and Cao Cao has been at war with just about everyone at one time or another this game, so my neighbors should be lining up to help fight him. I can't build boats in Pingyuan and Yanzhou, only Bohai for some reason, so an amphibius assult of Wei isn't likely. It should go well antway, though...
Of coure I had a unit-triggered Golden Age at the start of the game, and I almost got the Art of War done before Wei, but he beat me by two turns(I only got so close because he kept starting an stopping it for some reason...) so I switched production to the intelligence agency. In my other cities, I built universities and theatres in my golden age, then Marine Infantry (ships in Bohai - the only place I could build them.)
Tech wise, I have been just a step behind Cao Cao and Liu Biao most od the way. Unfortunately, we have been researching the same techs until just recently - they both went for fire weapon and I went fo Bhuddism - so trading was nearly impossible until just now.
Other observations:
Lu Bu conquered a neighbor's city first, taking and razing Wuchao with an army (2 Med. Cavalry and ???) lead by Chen Gong within the first 2-3 turns of the game. Atta' boy, Lu Bu!
It was inconveinient not having a direct connection between the eastern and western sides of my territory without going through Wei lands. This was compounded by not being able to build boats for the river. One or the other would have been nice, but having neither was a bit frustrating - it made it harder to concentrate my forces.
I'll probably begin my invasion of Cao Cao's lands tonight, so I'll likely have more to report in the next day ot two.
Edit : Oh, yeah - with a few rounds of tech trading I was able to get on eaqual footing with Wei from the start, but I was still a turn or two behind nearly the whole way. I'm currently on turn 52 (I think sometime around 203AD). While playing as Wei, I had more money than I knew what to do with, but in this game money has been an issue - I had to upgrade my units over the course of a few turns - I couldn't afford to do it all at once for that many units- so that seems just about right.