One piece of advice when playing Troy. If you are either the Greeks or Trojans (there's a third faction that's kind of neutral), the other one is going to come after you at some point, and it usually begins in the first 60 rounds. I point this out only because it's not immediately obvious that the game is following the story from Homer, but it is. Play defense and let them throw their armies at you, and you should be able to survive.
Also, if you are a Greek, try not to start early wars, if possible, with Achilles, Agamemnon, Ajax, Menelaus, or Odysseus. There are plenty of other Greek factions there for you to take. For the most part you want to stay on these guys' good sides. Even Agamemnon and Achilles like each other (in the game, not as much in Iliad). If you get this group against you, you are just making things harder on yourself. I'm not saying it's impossible to take them out and then face Troy. I'm just saying it's not ideal to go after these guys at the beginning of the game.
On the other hand, Agamemnon will eventually confederate them all. You don't need to defeat them to win the game, but some people want to eventually control the entire map, not just win the game. If you are one of those people, I suppose it could be helpful to take Agamemnon out early.