Well, the other embarrassing thing is that this is something like my 8th MP game... so technically I "should" be better.  And admittedly I am improving.  But... it's just generally a frustrating experience.
As someone once pointed out, an 8-player MP game has 7 losers.  So to enjoy Dominions MP, you generally have to enjoy losing 

  I can tolerate it when I learn a valuable lesson, like "Don't send astral thugs against astral mages".  But I get irked when I learn the same lesson the AI keeps teaching me over and over -- "don't send inferior forces against superior forces".  OK, but then what do I do if I have only inferior forces?  Hide in my castle? 
 
Which is my strategy at the moment -- I'm in full retreat.  Vanheim will have most of my provinces soon.  But I'll be building up something useful for counterattacking (I hope!)