Basics - The first expansion - Further expansions - Secret expansions - Destroying expansions
The number of peons that can work in the same mine is limited. If you have more than 10 peons, their performance starts to drop (but the overall performance still goes up); as soon as you have more than 15 peons, "peon traffic jam" becomes very likely, and more peons will not increase your production very much. This is one reason why you have to expand; even if your first mine is not empty yet, you can significantly improve your income by having more than one mine.
Units on patrol are also essential against sappers and other attackers. Magebombing will be very hard if all your units are moving. Make sure that not all of them are grouped together to reduce the effectiveness of blizzard and sappers. Barracks are also essential for your defense - they do not only provide strong walls, but also the troops you need to protect your new town.
On sea maps, juggs are the best defense if the island is small. Move your whole fleet to your expansion, and even if the enemy manages to send a transport to your town, the units emerging from it will die quickly!
Keep the borders of your realm small. It is much easier to defend parts of the map that lie in a corner because you can only be attacked by two sides instead of four. Use forests, mountain ranges and rivers for defense. On many maps, there are nice large expansions in the center (e. g. "Garden of War"), but it is next to impossible to defend them against multiple enemies. Holding an expansion that is easier to defend is usually much more profitable, even if the mine is smaller. (Of course this should not stop you from trying your luck there once the other mines are empty.)
Expand before you upgrade to stronghold. To make sure you can hold your expansion, build a barracks next to it. If possible, move half of your peons on gold to the new expansion to maximize their performance (make sure you have enough forces to defend your new town until the reinforcements arrive). A pretty good way of building up your first new town is to send three peasants and three footmen (one transport). Two peasants build farms and walls while the third one builds a tower and a town hall. You should be able to defend yourself againt six men if you stay close to your tower. As soon as you have more units and more gold, build a barracks and send in more footmen.
On sea levels, don't forget to send your transport back to the main town to get reinforcements if needed. Always escort your peasants or they will be an easy prey for your enemy. Keep scouting for new expansions of your enemies. If you see someone building up, attack - at the beginning, a new town is at its most vulnerable state.
On maps with more than one expansion mine per player, don't just occupy one or two mines and wait until they are running out (< 20 K). Yes, your forces will spread thinner as you control more mines, but an attack on one of your towns will be less devastating because there is less to lose. If you are under a very heavy attack, it may be better to move your troops away and retaliate - the loss of your enemy will thus be equally high. Don't try this if you have not scouted the enemy base yet.
On some maps, it is a good strategy to occupy as many mines as you can - especially if there are only few mines. Make sure you are mining each mine even if you can't defend it - your point is to get as much gold as you can before your opponent notices. Put up a guard tower at each mine ASAP (cannon towers cost too much if you have four or more mines to defend). Also make sure not to harvest lumber and not to build walls (due to a bug, your opponent will see the walls and trees that vanish even with the fog of war on). Note that this strategy is not very good with many players since the chance of being discovered will be too high.
Just a few tips in random order: