I still play Civ 4 whenever I can. Admittedly rubbish at it in that I barely manage above Chieftain mode, though.
I usually go for a Conquest or Domination victory, although I somehow end up with a Culture victory when I'm on the brink of crushing my final enemy. If it's a long game, then I try to push for a Spaceship victory, but if I get a significant religious following then I might go for the Religious victory from BTS - pretty hard to do, as no-one wants to vote for
Pope Zion I.
Some thoughts I have, which worked for me at the easiest levels:
When starting, I usually try and work out how to use my specialised start civ to the best advantage, and aim to go to war when my civ's unique unit is in vogue. When other civ's unique units are at their height, I resort to out-researching the enemy with more modern units.
I try to get two or three cities under my belt as soon as possible, and sending out warriors and free scouts to explore the land. If the land is very small, I would research the seafaring techs sooner than later, and send out galleys and other boats. Placement of cities is always (at first) based on what resources are there - my priorities at first are iron, horses, ivory if possible, stone/marble/gold/copper (for boosting Wonder construction) and then luxuries and sea goodies. Later, make a beeline for coal, oil and uranium, although by that time chances are at least one of your cities will have at least one of those resources already on tap.
As for wonders, in BTS getting the Great Wall is a must - it means barbarians will be much less of a pain during peace time. I bother less with the Pyramids, although I do get the Colossus and Great Lighthouse if I have a coastal city that's doing very well. Being the warmonger that I am, the Statue of Zeus is another priority, as is the Parthenon for more great people, combined with the Mausoleum. The Oracle is something to get as late into the first phase of the game as possible for best results.
When starting a Golden Age, I usually do so with a Great Person if I have no other use for them (i.e. other than culture bomb, academy, trade mission, rushing a Wonder or getting an out-of-the-way and expensive tech), and then I start a second one with the Taj Mahal. I time my Golden Ages when I have a few cities and reasonable population all on the brink of going in the red, in order to see a big flourishing.
I like building navies in my games, and in long games it pays off immensely, where starting a Renaissance or Industrial era war is quite satisfying when you can recall a caravel or frigate patrolling some backwater and launch a surprise attack. Similarly, being the first civ with airships makes Industrial era wars much easier.
I like to put my civ through various phases depending on whom I want to go to war against and when. I go to either full-on growth mode with high science spending, building construction and Wonders, or full-on War mode with high military unit production, reduced science spending, suitable civics, etc.
The only other thing I can suggest is that if you see Isabella of Spain in your game, get rid of her. Quickly.
