I love those type games but won't go near them for exactly this reason.
I'd make peace with the more powerful countries until modern military tech arrives. Then build up an air/land/sea force large enough to completely surround them all. Then simultaneously invade and completely crush them all. Then do the same to the push-over countries. Takes a long, long, time.
I was never able to play civ but that's how I would run age of empires. I would even build on "friendly" land so that I could build an army that would kill everything in sight as soon as I switched them to foe.
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