It doesn't take long to realize that the difficulties of the game are not mostly about fielding stronger armies, but about managing resources. If hyou run out of marble, you will not be able to build some structures, but if you run out of bricks, you will not be able to build anything! And if you run out of food,you may be up the creek!
Some towns can produce more things than others, and there are some that can't produce hardly anything at all; if a town does not produce food, it NEVER will. You can see what a town can (in principle) produce by mousing over it. If you see for example bricks 4, that means it can produce brick stuctures up to level 4 and no higher, so if you see a city with food 7, bricks 8, marble 8 and gold 8, go for it! (you won't see any that good, but you get the idea). If you are playing at a low level, you can choose to go after every city in sight, but at higher levels, you might find it worthwhile to choose until you are ready to steamroll.
Let me be clear: you will NEVER have enough bricks nor enough food, and the latter is more important. So in most games you will have to buy some with the money you make from selling other stuff you produce, especially if you are expanding fast. NEVER sell food nor bricks if you can avoid it (but if you are about to go bankrupt, everything goes).
It is important to note that every city you conquer becomes a source of mouths to feed until you can build production structures(most have been destroyed in the battle), so at higher levels you could probably conquer your way to bankruptcy.
So what do you do if things go sour? If you run out of food, you can reduce the food per worker, but if your workers are already unhappy, this could lead to revolts. So what you have to do is take your workers off production and leave them unoccupied, which increases happiness since they are allegedly singing and having fun. And armies in towns consume much less food, and increase happiness. You might have to consider removing a structure to replace it by a shrine if discontent rises too much in one city. Reducing taxes is another way, but then you can buy fewer resources. Reducing efficiency can also decrease discontent, but the price is slower growth.
So the point is that this game is mostly about balance. It is most efficient to specialize your cities, but be aware that if you have only one city producing heavy infantry and it is lost to the enemy, you can produce no more heavy infantry!
Unless you like fighting against unwinnable odds, in the grand campaign avoid starting in a zone on the NW coast of Greece or the SE coast of Turkey. The former will be eventually invaded by hordes of Romans, and the latter will be invaded by even bigger boatloads of Persians. They were not easily stopped in History, and a good way to become extinct is to be standing in their way when they come.
Some nations have stronger units than others: for instance the Macedonians have Companion Cavalry and the Spartians have Spartiats, and the Ionian nations don't have heavy Cavalry. If you choose a nation without heavy Cavalry and without heavy infantry, you could find yourself unable to cope with some armies in the late game. Good starting nations are Sparta and Macedonia, although there are many others that are suitable.
henri