There are three main components of Civ - food, shields, and gold. The gold you get from the squares you are working gets divided into three categories: science, money, and happiness. The percentage that it gets divided up depend on the sliders you set in the domestic advisor screen (F1). Now, all the science goes straight to research. The money, however, has to be used to pay for things, not just straight to usable wealth. Every city improvement you have must have maintenence paid for, and depending on what government you are in you also must pay maintenence for your units. Look at the Domestic Advisor screen carefully, it tells you what all your money is being spent on.
Try posting a save game, and people can download it to see what you might be doing wrong.