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More bases advantage:
To have a better chance of winning, you might want to build more than one base. Enlarge the base you start out with, making it completely fortified with at least two castles. Then, send a scout cavalry, or some other fast moving unit, to the opposite side of the map from your base. After you have checked the area and confirmed that it is safe, send a villager to build a castle at that location and fortify that base. This is very helpful if your enemy knows where one of your bases are located, especially during online play.
Submitted by: Tani

Explore enemy territory without being attacked
Advance to the Feudal age, build a Market, then create a Trade Cart. Use the Trade Cart to safely explore your opponent's territory. If your opponent is neutral, they will not harm the Trade Cart. Another trick is to create several Trade Carts and place them evenly across your opponent's area to see everything they are doing, without having to spend several thousand gold to research Spies/Treason.
Submitted by: Tani

Build faster
Continuously select the icon next to the percentage.

Barbarians
Play in deathmatch mode and choose the Vikings. Instead of having Berserkers, they will have Barbarians.

Save resources:
When you are allies with others, do not build a market to avoid giving them resources.