1) To gain an advantage build more than one base. Increase the size of the base you start out with ensuring it is completely fortified and has at least two castles.
2) Send a fast moving unit or scout cavalry to the other side of the map from your base.
3) Secure the area then send a villager to build a castle at that location and fortify that base. During online play this will be useful if your enemy knows where one of your bases are located.
4) When you are allies with others save your resources. Don¹t build a market, this will avoid giving away resources.