Since I got a broken rib playing football, and my internet connection is down, I've been playing lots of Civ 4 in the last few days.
Definately buy Beyond The Sword, it's a great extension.
Some tips:
- Don't grow too big, especially at the start. Basically, only build a new town if you can afford it, ie if your Research settings doesnt go below 80%. if you have too many cities, it'l cost you, and you wont be able to afford more than 50% Research, and then you'll get screwed on the techs.
- Use your Civilisation/Leader's characteristic well. For ex, if they are "spiritual", change your "government" everytime you go to war (by taking the one where you get 2 experience points for every unit created, or going to nationalism). Since you don't lose turns of anarchy, its totally worth it.
- Specialise your cities: You should have 1 Holy City/Great People, 1 Science, 1 Commerce, and then 2 Military. You should always try to have the 3:2 (culture:military) ratio. And only build what's necessary. No need to do a library in your military towns, and no need for barracks in your Holy City.
Well, those are the basics, but with those tips I can win on Prince, with pretty much any Civ/Map. Monarch is still a bit hardcore for me though, so any further tips on how to win that way are welcome!