Try to build more castles than usual when playing Ulm. Remember that they get 25% more resources from every castle and that almost all their troops only cost 10 gold each. That gives you a lot of gold to build those castles with. Try order 3 and production 3. Build your second castle on turn 3. It really, really helps.
Vanilla Ulm has potential, you just have to play it "Ulm style".
Good luck mate.