Ok, your first issue seems to be that you are building everything you can.
Only build that which will give a meaningful return in the city, no point building something that increases arcane research by 10 or 20% if you only have 1 point of it in the city. Oh, also I always build all the starting out +1 buildings, you know workshop, lab etc in each city, and don't forget to build some defencive units, or you will get rolled.
So the easy return buildings get built everywhere, the specialisation ones do not. Also watch out for the markets that turn food into gold! if you don't have a lot of food or a lot of +gold buildings, do not build them!Only build for what the city has in bonuses resources.
After the 1.1 patch, building a lot of cities will still be a good idea IMHO, but leveling those up will not, which leads us to the next possible issue, housing!
When you do settle a new city, at the moment you should defiantly be looking for spots with more then one resource, unless that resource is food, always take some food. You cant grow your cities unless you have food. Don't needlessly build housing. Make sure you have further upgrades you relay want in that city.
At the moment you want to spreed the houses you can build out, maybe have one super sized city and the rest at level 2-3. why? so we can fix your next problem, unable to build!Different buildings have different city sized requirements. The best upgrades you cant get until you are level 4 or even 5.
Caravans will help you with money and food, its one of my first runs on tech to get! I still don't have a 100% grasp on how they work with the internal game mechanics, so I run the 'all roads lead to Rome'.Which ever of my cities will be the main one early on and gets at lest 2 gold resources and the mint and the palace, gets all my caravan roads form each city.
As for combat, you want to balance out your research into what you are lacking in, if you fall behind in combat research more warfare, fall behind in advancing you cities research some more civ., this is part of why you always build those level one buildings, to get the arcane and spell research points.
My last piece of advice is, when you have figured out where you are currently going wrong, put the AI on its hardest level, that will help build you some real skills. Guitar hero is the only game I've ever played that I haven't automatically jumped up to hardest level sine the good old days and doom came out. It also increase the repeatability, if you cant go further, then drop down one level, and then try to work back up to it.
One last bit, don't forget the eXplore and eXpand part of the 4x's. If you are not out their pushing back the fog of war, all the good resources will be taken.