Use the speed and sight bonuses; outmanoever your enemy. Especially easy against allies since you have TWO speed bonuses then.
Prioritize research; NEVER have empty slots (actually this one is for all techs, but even more so on this one cause you really can't afford to be too far behind).
Consider militia as a stealth unit. It isn't as slow as it usually is.
Don't get bogged down in armored warfare; either go artillery or air (or both). Air superiority is very easy with high level fighters.
When you seriously go navy and are gonna keep ships upgraded, consider cruisers instead of battleships.