Keys to success in CIV4:
1. Get an early military tech, usually Bronze Working because it also allows you to chop and whip.
2. Get worker techs.
3. Decide if you're building cottages or scientist specialists for your research, and do so.
4. Get Currency and Code of Laws (for Courthouses). Don't get more than 5 cities (either through Settlers or conquering) before you do this.
Are you doing this already? Are you doing anything other than this (e.g., going for religious techs)?
If so, and if not, then we can talk about the mid- or late-game.