How early are you getting crushed? Or, how are you getting crushed?
Well, if it's combat, be sure to learn how it works. Most importantly, the way stacking & defense works. That means utilize high defense tiles, and mixed armies (to counter different types of attackers).
If you're behind on tech / military, try to have your cities specialized. Focus some on commerce (cottage spam!), some on military (mines & farms), and only build the buildings that are necessary for each.
... Ah, screw it. There's too much in this game to explain, check this site out for tons of stuff about the game, if you're interested: http://www.civfanatics.com/civ4
I've spent ridiculous amounts of time playing this game. I recall a few multiplayer games with my bro ended up being over 20 (yeah, no kidding) hours total. That's like, nearly a full console RPG right there. Over the summer we'd start up a game, and it'd often take a week to finish (few hours a day). Crazy stuff.
edit: This is why I miss PC gaming. Feels like Blizzard are the only ones left making stuff I'm interested in.
