Here's mine in a nutshell:
Ancient Age: expand like hell. attempt to build a temple in each city, but generally only if it doesn't interfere with your settler/worker building. Build only enough military to defend against barbarians, not only in the cities, but to protect your outward settlers/workers, and take over the goody huts you run into. Make contact with as many Civ's as possible, and do not go to war at all. Change to monarchy or republic (usually republic) ASAP.
Middle age: Start focusing more on building up Science/Gold, and strengthing cities with more improvements. By now, usually the borders have filled in all available "free" land. So I'll hit the wonders hard, and get the economy going. Still, I will try not to declare war, unless absolutely necessary, or if an oppurtunity is just to good to pass up. I feel This isn't the time for massv border expansion, and really I just think this is a time for city development while I make a straight rush for steam engine.
Industrial Age: 2 techs here are really gonna change the flow of the game:steam engine and gunpowder, which eventually leads to cavalry. The mobility gained by railroads is going to make war a lot easier, as you can send troops all across your nation in a turn. And cavalry have the combined mobility and punch to actually start taking down fortified troops with more certainty. Combine with cannons. Now is the time to start expanding your borders, but ideally you should have enough cities suitably developed that a few short wars won't crater your research. You won't be able to take on the world, but you can start being a little more agressive.
Modern age: Obviously, tanks/bombers are going to again redefine combat, and given a tech advantage, you could realistically start pulling a few blitzkreigs. But more importantly, I think by now you should start thinking about what kind of end your shooting for. World conquest may be completely out of the picture, as may a cultural win. Still, a lot can change in this era, as the turns start taking longer and longer, each with more going on due to the units higher mobility and cities higher production. Just have a pretty good idea about what end may be possible, and how you are going to be sure you get it.
