Instructions
Practice. "Civilization IV" is a deep, complex game in which player can control dozens of aspects of their civilization. You can micro-manage everything from military budgeting, to the way cities generate money, to units and culture. Start with smaller maps and only two or three opponents. Use the lower difficulty settings at first, but switch to higher difficulty levels as soon as you are comfortable doing so.
Be willing to lose. If it becomes evident that you cannot win a game, play it through to the end anyway. Observe how your opponents win. An understanding of the game's AI can go a long way toward improving your skills. The AI will usually play an aggressive, active game, never sitting still or waiting for something to happen. Playing in this way will generally help to increase your chances of winning.
Gear your playing style toward the victory type you want to achieve from the beginning. Choose a leader with traits that suit your chosen victory type. For example, if you want a cultural victory, choose a leader with the Creative trait, such as Hatshepsut. If you want a conquest or domination victory, choose a leader with the Aggressive trait, such as Genghis Khan or Alexander.
Do not neglect the early game. Many sessions are ultimately won or lost in the first few thousand years, though this is not always the case. Actively explore and settle new areas, locate and exploit as many resources as you can and attack neighbors whenever you are certain of an advantage. After a couple thousand years have passed, all of these things will be much harder to do.
Avoid being overly warlike except when you are certain that you have the advantage. Declaring war too often can eventually cause all opponents to ally against you, which -- unless you have an extremely powerful military -- can lead to your defeat. In between wars, try to improve relations through diplomacy and trade, and then attack when you have a clear advantage.
Keep an eye on enemies and allies with spies. By infiltrating opponents' territory, you can gather important strategic information when deciding whether to go to war.
Never neglect research unless absolutely necessary. Your civilization's research is what ultimately gives you an edge in most areas of the game. Culture, the military, finances and resource deployment all depend on research to develop. War is the only time when you should consider lowering your research rate, and then only if it is necessary to keep your military properly financed or to buy more units.
Beware of powerful, militaristic neighbors. They will attack if they perceive an advantage. Remember that they too will be using spies to determine what kind of threat your civilization poses. If you are worried about a very powerful neighbor, try forming alliances with other civilizations who may be in the same position. Several smaller civilizations can often take on a much larger one and win.
Regard making friends and allies of your opponents as a matter of strategy only. Do not become attached to any other civilization. In order to win, you will ultimately have to dominate them according to the conditions of the victory type you want to achieve. Be ruthless, but not careless when dealing with opponents. This includes allies.