I play it relatively often, compared to the other games I own.
I generally focus on science, as developing research gives you an edge over the other nations in almost all other categories of victory (ability to construct cultural wonders before other civs, better military units sooner, more resources and resource output, more production-based buildings, etc.)
At the beginning of the game, I keep my military units close to home to protect from barbarians with a scout or two heading out to get the lay of the land. I invest immediately in the Liberty tree of the social policies as it provides a worker and a settler without the hassle of constructing them when you could be working on production buildings in the city. Also the Liberty tree, when completed, gives you a free Great Person and I, of course, choose the scientist to help boost my research early. On top of that, constructing the Great Library as soon as possible is also one of the top things on my list.
I keep my empire relatively small, with a few cities that have very large borders and large populations. Keeping cities spaced out has the detriment of not gaining land very fast, but, once the cities do get large (the pantheon that promotes border growth helps a lot), you can cover a lot of ground (borders extend a maximum of five tiles out from the city) without the hassle and increased Social Policy cost of multiple small cities.
Finally, City-States are great things to have on your side. Making gold and giving it to the city-states is relatively easy and the payout is pretty nice. I make a point to befriend a Militaristic City-State, as they can produce units for me which frees up my cities for building construction.