You'll need to focus more on a specific strategy rather than taking the approach of initially doing a bit of everything that most people initially go with on this game. Pick a military strategy to quickly field a relatively powerful stack capable of capturing neutral cities, dungeons, nodes, and perhaps a few enemy wizard cities as well. What form this stack takes depends on your starting race is and what magic you chose to start with. One approach could be, say, starting with enough nature magic to initially have sprites, then manage your research and power levels so that you have enough mana income to field a unit of 5 or so summoned sprites, which can be quite effective early on. Alternatively, if you start with halflings a group of slingers can be highly effective, and can be rushed to pretty quick. Naturally there are many, many different possibilities, but the main point is to decide ahead of time what you're going to go with, and implement that strategy right from the start. Once you've fielded your initial army use it to clear the area around your capital and start expanding as fast as you can to build up a good economic base. With a decent army and strong economic base in place you can then shape your late-game strategy for world domination, whether it's a couple of buffed-out heroes, high-level summons, top-tier units like paladins, or so forth.
Ultimately the main thing though is to keep things focused- whether it be in terms of strategy, military power, or research and spellcasting strategy. Spreading your army or resources too thinly will result in just the world itself mopping the floor with you.
