Columbus Knew What He Was Doing
Everyone knows that the bigger your empire, the better. The more area inside your borders, the bigger your chance of getting new luxuries, or discovering resources when they become available. So when you start the game, advance to Map Making, and if possible build the Great Lighthouse, as fast as you can. Depending on the map, some continents won't have any civilizations on them, so whoever discovers it first will probably end up with the whole thing. Most of the time, you will discover only small islands, but if one luxury or resource you don't already have is there, it's very very worth it. Even if there are other civilizations are there, you can build one city and build as many cultural improvements in it as possible and try for an overthrow of the other city. Or the civilization might not take up the whole continent and you can still get a luxury or resource, and end up with a large part of the continent under your control.
It's a good idea to always have a city that can make something big in a hurry. Make a city for the exclusive purpose of making as much shields as it can. The best place to put a city like this is to have iron and coal in it's radius in order to build the Iron Works small wonder. Along with a factory, manufacturing plant, nuclear power plant, and the terrain surrounding the city filled with mines and railroads, you can make a city's production reach almost 200 shields per turn! Look at an example of one of my cities. Buffalo is located in the middle of plains, so an ideal city surrounded by hills can make more. But remember that it must be by water in order to make a nuclear plant. An ICBM, the most expensive unit, takes only 4 turns. If a military academy were also in this city, an Army could be made in 3 turns. A Stealth Bomber takes only 2 turns.
Re-base then Disband
A maximum production city like the one describe above can help build improvements in other cities. Since a Stealth Bomber takes only 2 turns to make, just pump them out, re-base them to any city in the world in a single turn, then disband them for a nice bonus of 60 shields. However there is one problem. You will not gain any shields if the city you disband the unit in is working on a wonder, small or large. It took me several units to figure out that one. This can also work with ships and land units before you can get the airplanes.