If the map has chokepoints that you can seize early to hold larger regions of territory, and your opponents aren't extremely mobile, this can be a good plan.
If you have a weak neighbor, kill him and take his land before anybody else does.
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Are we insane yet? Are we insane yet? Aiiieeeeee...
It depends on your troops.
With LA Atlantis, it's usually quite tough to expand, but I have a decent bless.
I build teams of 16 Arssartut and 1 Tungalik, and have them expand along the path of least resistance. The first team completed takes my first province, and then continues outward with the idea of limited casulties and taking a province every turn without backtracking. So, straight outward, more or less. The second team takes another adjacent province. Occasionally, the first team will take another adjacent province, but only after predicting my casualties.
Meanwhile, my starting army with additional Seal Hunters takes on cavalry or barbarians. This second force is designed to consolidate my territory, radially or whatnot.
For me it is all about geograpghy. Like Taqwus said - it is most important to take control over strategic provinces that can block enemy. And if you are lucky you can leave a lot of indy provinces that only you can attack.