once you get to imperial age the Spanish are way better over seas because of their ultra fast cannon balls.

I used most of the times the aztecs because their monks can have huge hp and are fast in convertions.

Just take the Byzantines and everything will be fine (I'm a sucker for mounted units). Be aware that in most online matches the Koreans are banned, because the WarWagons are too strong.

Whoops, that's right.  Well, I actually meant Paladins then, so any civ.

Agreed, the Viking longboats are deadly, build up 6-8 of them and watch them decimate on water levels. If they send any non longboats to intercept them, aim them all at once at it and there gone in a second (and then resume your destruction).

I like the Teutons, they have all the important units plus some of the benefits are great.
If you're playing against not very experienced players, I recommend the Goths, they have a good tactic, just develop all the key technologies (the two unique and that one in the castle which I don't remember the name), build 5 barracks side by side close to the enemy base and start pumping huskarls like hell. It doesn't work with experienced players, though.
Are you playing the standard edition or the expansion?

Favorite civ: the english. (special unit, longbow archer)
I haven´t played much on line (I recently checked and the service was off!) so maybe what I am about to tell you is uselles, but is an idea.
My strategy is to group units like this
Control 1: Units on horse. To explore and quick strikes
Control 2: Melee Infantry with monks. Main attack force
Control 3: Archers and all kind of long range soldiers. Support attack force (deadly in big numbers)
Control 4: Siege weapons with reinforcements of all kind. To deal with walls and buildings

I also keep a couple of villagers always building in town and a couple more following the army to repair siege weapons and building strongholds.

Most important sentence in this thread !!!!

I play it all of the time but never online.

In the very beginning, use your scout to gather sheep. When it comes to gathering food: sheep, hunting, berries, fishing, and and farming in that order. Farm last because farming also takes up wood (which is useful to build buildings, trade caravans (if you have any allies), ships and some units.

All of the civilizations are ok to play with. Some people really like the British as they have longbowmen. I like the Persians because the elephants destroy computer opponents but they likely wouldn't work so well against a human opponent.

This. The teutonic knights with all upgrades are masters of destruction though a bit slow.  The teutons also have a powerful gunpowder unit as well.  A deadly combination.  They are a bit expensive so a good infrastructure is necessary.  They also have access to the best walls and defences.

IMO once you get the conquerors expansion the spanish absolutely kick ass.
Get 30 elite conquistadors, 15-20 missionaries, and 15-20 paladins or whatever the highest horsemen is for spanish. Basically you build a few castles in between you base and your enemies, then go on a raid with your conquitadors and kill like 25 of their villagers, then run back. You might lose 5-10 conquistatadors, so more up in your castles. Now run back to your castle with your conquistadors. The castles help protect, the missionaries help the conquistadors, then convert (convert horsemen on the other team since you don't have a direct conunter and missionaries if upgraded can keep up with most horsemen). The conquistadors can kill foot soldiers great and archers pretty well, your horsemen are required to kill the enemies siege weapons or you are screwed. Horsemen can also kill other horsemen, which is good becuase your missionaries also have to heal and can't convert them all. I forgot to mention, you should have build 10-15 petards and have them WAY off to the side but also kinda close yet out of sight of the enemies base. Once the big battle ensues, sned the petards towards your opponenets primary town cneter, the one the is in the center and is surrounded by farms/villagers. You may/may not kill and villagers, but you should do enough to destroy all the farms, and potentially destory the town center (which hopefully the people will garrisoned in becuase now they die). Directly attack the twon center. Arrows will kill 3-5 petards but you should have enough.