Well it's already been said but AI are really bad and with a game with so many different strategies AI will never be good. So I never compete against the AI instead I compete against myself. Usually I play on smaller maps (my favorite are without a doubt Dawn of Dominions which is the closest to a scenario there is) I choose a nation and then trying to "win" as fast as possible. Next time I play the same map with the same settings and trying to beat my last my record for winning as fast as possible. Yeah boring to most but that's how I always played games since the early '80s.
