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One good thing about walls is they don't cost any gold-per-turn maintenance. Gold is usually scarce in the classical era.
(I have over 9000 hours in this game)
take tradition and left hand opener, then open honor and start killing barbs buy an archer.
depending on map either build 2nd settler or temple of artemis after water mill, you are now off to
a pretty strong start
Aside from protecting workers, you don't need a military until you go to war, focus on your economy because if someone else declares war, they have to move their army giving you time to quickly prepare a defense and focusing on the economy will work our better.
In singleplayer this works simply because the A.I. is an idiot and having minimal amount of soldiers can cause the A.I. to retreat for some reason. the A.I's ability to siege a city is very lacking even on Emperor difficulty. When you start spamming military units you can easily swarm the A.I.
I always go pottery first and then usually towards writing and fishing and currency, they are the most essential. Technological levels in Civ 5 are everything for military, airplanes will decimate non-modern units and cities, artillery has the 3 tile strike, and submarines will quickly give you sea dominiation, which means being technologically advanced is the best, maybe only way to win domination victory.
In order to get to that though, i advise to try to take capitals when possible and ignore other cities.
And despite all that I have just said right now, do not try to do everything, or you will fall behind in everything (except science and troops, you should always have lots of science and enough troops not to get attacked by everyone else).
Don't build operas if you don't pursue a culture victory. Don't research optics just because it's cheaper than philosophy when you don't even have access to the sea. Don't try to build every available building and certainly don't try to build every wonder. Focus on a certain aspect (generally goes with the civ), and get the minimum needed to support you in the other aspects (everyone needs some amount of science, troops, gold and culture at the end of the day).
For example, I played a game in cooperative MP where the other player qualified my start of "legendary" (it was good, but not that good) where I played the Shoshone. Early on in all games I usualy focus on a couple of scouts to discover the map fairly quickly and grab as much as the ancient ruin as I can (eventualy upgrading all or most of those to archers). This will usualy put me ahead in Techs and Faith.
Well, Shoshone's scout (Pathfinders) start as strong as a Warrior (and replace your initial Warrior) AND upgrade to Composite Bowman instead of Archer... granting an early on barbarian clearing force with unparalled mobility. With at least one point in Honor, you will rack culture (allowing you to focus on Science, Production, Food, Happiness and Faith in no particular order) and gold (mostly buying units, but has other uses such as financing a slight temporary deficit). Buying Settler is especialy usefull here when combined to the extra initial borders of the Shoshone, but be carefull to not overdo it as too rapid expension will make your population unhappy (carries high penalties).
Shoshone's Pathfinders can also choose the ruin's reward (although not all are available on different ruins, but a choice nonetheless).
EDIT : The Pathfinders are more expensive though, nearly twice as much as Scouts (45 to 25)... so again there : don't overdo it (the number will vary depending on the size of the map... 5+ for a Huge map, but closer to 3-4 or less for smaller maps). It is however comparable to the Warrior's cost (40) that it can easily replace (and surpass) early on.
EDIT 2 : Since it's not the Chinese's Chu-Ko-Nu upgraded to later Tech, your upgraded Pathfrinders will eventualy be outclassed by other late-game units, but can still be used as Barbarian clean-up crew and/or support. They will eventualy be limited to 85 Ranged Attack and 85 Combat Strength. All the more reason to not overdo it (just enough to grasp early game control).
Then there is the pride of the ancestor granting combat bonus in your territory. Usefull defense buff.
I'm not too keen on the Comanche (replacement for Cavalry) because I usualy don't use that unit a lot beacuse it's somewhat too in between Medieval units and more moderns units and I outgrow them too quickly. As such, I can't say if their +1 movement carry on upgrade (it should, but I haven't really checked).
Learn to micro-manage the tiles your cities are working to best suit the current situation. If you're good on Happiness, work as much Food as you can but if you're low and about to go unhappy, you can switch your citizens over to Production tiles since you can't afford to grow anyway. Unhappiness penalizes both Growth and Production so you should avoid it whenever possible.
Also, internal trade routes are awesome. Try to have each of your cities sending Food to your capital.
My personal early game build order depends on the situation but optimally:
Scout/Scout/Shrine/Settler/Granary/Archer/Settler
For my early game tech path:
Pottery/Animal Husbandry/Archery/Mining/Bronze Working/Whatever tech I need to improve my luxuries
If you're playing on a particularly small map, you might only need one Scout, in which case you can replace the second Scout with a Monument. Pottery should always be the first tech you research so you can build a Shrine and start your Faith generation as soon as possible. Try not to start working on a Settler until your capital has 3 population unless there's an extremely contested expand spot like a Natural Wonder in your reach. If you have any spare turns before your third citizen, put them into a Worker because you're going to need to hard-build them anyway.
If you don't have any Granary resources and your Growth is sufficient, you can delay Granary and replace it with a Worker or a military unit in the build order. Spearmen are good in the early game for keeping your military score high, which deters other civs from attacking you.
Let your Capital to only make wonders and use money to buy builds for the Capital.
Make barracks in only one city, the troop provider.
Make some initial troop to explore early on to gather the ruins bonus, don´t forget to choose honor just to get the initial culture bonus for defeating barbarians. Go ahead for barbarians and make lots of culture.
Choose the leader thinking the winning condition you want.
Don´t make settlers, buy them! When doing settler your city won´t grow. Also always use your money to buy workers when need and caravan/ship.
Trade routes by sea make more money. Try to supply the demand of trade routes with city states.
Money buy (almost) everything. No matter what condition victory you are chasing, always make money.
Watch Marbozir gameplays.
for 6 cities, 6-8 military, 4-5 workers (stolen).
I steal workers from city states or neigbour AI. I never build/buy workers. I keep 1 worker per city working constantly, and when the time comes, 4-5 workers are great for building roads.
I usually never build wonders until Notre dame. I try to be first to Physics and notre dame is my first and almost only wonder.
I try to kill my neigbour when I get my first Trebucket And I keep all cities. They provide population and thus, science.
I play on emperor/immortal, marathon speed. huge map 12 players.
So to win the early game there are a few hints to help, they are the same general idea as alot of people here, but alot of them have less ideal routes.
I would like it to reiterate any build or civ can win any level, some just are easier until you are a bit more seasoned.
First off it is important to pick a civ that excels in the early game. The shortlist for best early starters is Songhai, France, Ethiopia, Egypt, Aztecs or Mayans. Arguments could be made for Germany and The dutch and the spanish as well, although those take potentially either some luck in starting spots or willingness to restart a few times. (I'm not going to explain each civs place on that list, some are obvious, some are less so, but the 3 key things in any start are gold/religion/culture, they all either directly or indirectly do it well)
Next is your early builds, its important to scout, if your playing in the highest game levels its less important as the ai starts with scouts and claims most of the villages. But any you can get are a bonus. I typically start with 2 or 3 scouts, i wont give you complete build orders because they should always be negotiable to your civ/starting point. The key thing to remeber about early builds is this, never build settlers, and avoid making workers if its possible. You should always be buying settlers with gold as soon as you can asssuming you have the happiness to support a city. If you can steal a worker from a city state early or even a neighboring civ, it can be a huge bonus. Otherwise building the pyramids is extremely helpful for workers.
Culture is the next important step for starting, and while i reiterate any build can work, this is perhaps the easiest way to get used to new levels. Tradition. if you can avoid building early monuments that frees you up to build military and wonders, which the more difficult game you play the more important each becomes. with a few civs ONE point in honor to give you a heads ups when new barbarian encampments are formed that is good, otherwise honor is a terrible start (tho its a decent roll back to in the later parts of the game). Expert tip, in a raging barbarians game songhai is easily the best starting civ with 1 point in honor chasing down encampments to get the multiplied gold reward.
Perhaps the best way to complete an early game victory is by establishing religion. in alot of the easier game modes you can get there from ruins, or get a good start. The harder modes you play tho the less likely that is. It is also important to rush religion as fast as is possible that wont directly directly set you back from expanding. Tithe is perhaps the most overpowered passive skill in this game (all religious/civ bonuses included) and as long as you are the first or second civ to establish a religion you have a good shot at getting it. If you don't get it you must be more careful about what you build later on, if you do get it. Gold will never be an issue again. Itinerate preachers is the next most important thing to grab when enhancing as the excess range allows your religion to spread further faster.
The culture/religion all helps you achieve greater gold stores, which helps you expand and defend your civ. The bigger you become the more science you can achieve and by the endgame, knowledge is power.
A couple hints to gain extra gold, selling early strategic resources. Iron and horses sold for gold is much better than building cavalry and swordsmen. using spearmen instead of swordsmans is a minor downgrade, and doesnt have the chance to get obliterated by an oppenent pillaging said resource. Then on top of that you get gold, and as long as you keep some friends out there people will repeat those trades many times over throughout the game. Cavalry are harder to substitute, however are not needed and are honestly only useful in open field fighting which you should never be doing anyways. take the gold instead.
Its important to remember the harder mode you play the more important military becomes, however as long as you defend all cities with a ranged unit and the defense bonus from the tradition tree pretty much any attack can be halted with just minor reinforcements.
It is also important to note that there is really one time in the game that your oppenents can flip the script on you even if you've been dominating all game. The harder modes you play your oppenents get bonuses to there science/production. so on the top levels even a civ half your size can discover techs before you and while for most it makes no difference the discovery of flight can be game changing if they have a fleet of 30 air units and your still 10 turns away. They will obliterate everything within range. So the key is to either rush flight and buy planes as soon as you unlock it, or make sure you make peace when the world is approaching the discovery of flight.
https://civilization.fandom.com/wiki/Food_(Civ5)