I play quite a bit of civ3 (play the world now I've kazaa'd it), the tactics I find work best are build nothing but settlers & warriors with your capital until you can establish a city with enough resouces to fill up with 3 population in the time it takes to produce a settler, then just use that to pump out settlers until you've taken over the map. Make sure the first thing you build in each new city is a temple (choose to be a religious & scientific civ, I find that's the best combo, cheap temples & libraries, no anarchy when changing government & a free advance when you go up an age), so it can grow without civil disturbances & more importantly, it increases borders. I often fing the easy way to get rid of an annoying smaller nation without a prolonged war is ring them with well defended cities & then just build cultural improvements & wonders until all their cities revolt, then just march into the capital ; ). The other tactic is wonder selection - you have to ensure you build at least the pyramids and the great library or you're screwed, start on both as soon as you can & if anyone beats you to it, quit the game unless you want to try & conquer that nation immediately. Other important wonders are the great lighthouse (a must if playing an archapelago type game), sun tzus art of war(if you're gonna build this, don't build ANY barracks) - all the later ones are useful but if you've got to that stage you should pretty much be able to beat the other civs to all of them. Oh, and trade, always trade all your excess items when they become available to trade - If you can hit democracy a good 5 turns before everyone else, and have good resources, you've won. Also keep checking what advances everyone else has (build embassies asap), so if you have an advance nobody else does, and someone else develops it, you can do a quick bit of trading with the others to prevent them getting anything for it (even if you get bugger all yourself, it improves relations). As soon as someone declares war on you, bribe as many bordering nations as you can into joining the war, even if it bankrupts you, cos it takes the heat off & may enable you to 'liberate' neighbours captured cities. Oh, and armies - you can't get a leader from killing wandering bandits, but you get units up to elite, so hunt em down (leave the settlements to spawn new ones, you only get 25 gold for them but they can get a whole army up to elite if they just sit there chucking out units, just watch out for reports of a horde, but if you got a few good defenders in a city, they won't dent it.) - leaders, or rather a leader, is vital, cos once you have one you can build the minor wonder that allows you to build armies - build that in your biggest production city, then just bang out armies, there's another wonder that allows 4 units per army - only put mounted/tank units in the army cos they keep the extra attack - 1 army of 4 cavalry/tanks backed up with loads of defensice units is all you need to blitzkrieg an opponent & wipe his civ out in a couple of turns.
Sorry, essay on civ tactics, I'm stoned & was just buzzing off conquests past. If you like strategy, I highly recommend medieval : total war, it has turn based empire building but the battles are real time. Heroes of might and magic 3 is pretty good, too, a bit primitive looking by todays standards, but a good game. I'm trying to figure out if age of wonders : shadow magic is any good at the mo, looks like there's a good game in there marred by shoddy design & mechanics. Style over substance in the video game world, never (max payne 1 & 2 stand up & be counted)