I use the same strategy for every game I play, even board games like Twilight Imperium III or Squad Leader.
I start out like an incredibly aggressive explorer. I try to get as much neutral territory as I can, without getting 1-2 turns within my enemy's movement, usually stretching myself thin. Suicidal? Probably, heh, but after I grab that territory I stop expansion and focus all efforts on reinforcing. This usually gets me a ton of territory and resources off the bat, but it's a huge risk to pull off, though it's usually foolproof. After that, I spent quite a long time just defending my territory and/or building up. After a while, I'll wait for people to attack me, so I don't look like I'm the one at fault. After this, I use one of two strategies:
a) go all out and attack whoever attacked me, mercilessly, with a vengence.
b) still play defense, hold my territory, and wait for the opportunity to strike. Since all my territories are reinforced and hold a huge force, it's not hard for me to attack any weakpoint I want to and win while still holding an incredibly strong front. I do this one much more than a) heh.