I have repeated this thrice, before enemy ran out of towns. Then conquest it immediately back, it’s empty now. Then make peace and exchange that city for several small, secluded cities in the back.
If you have conquered a big city from enemy, don’t garrison it, if your enemy wants to talk to you. Move enemy workers gained from razing or capturing to a nearby city and use them to hurry your armies. Unless it (a) has a useful wonder(pyramids) or (b) it has enough wheat/cattle to grow very fast or (c) you plan to do little trading with it(see 9) or (d) it has resources you want. 
When you conquer an enemy city, raze it. 
Why should you build them? Just conquer them. There’s no point in wasting your population or shields to build regulars. If you are going to wage an offensive war, build first barracks, only after that units.
If you want to win, wage an offensive war. The Romans are also quite good, militaristic and legions are effective, but clearly second rate to previous two. Mounted warrior is fast, so they seldom die, and the attack of 3 can beat even the musketmen. Always play Deity, after you’ve learned the game. There are few simple rules to obey to really enjoy the game.
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