Yes, I can win consistently at the next lower level, and I understand what you mean when you say that's why they call it the expert level. However, there are those who claim to win without difficulty at the exper level, so I wonder what I'm doing wrong.

In general, the way you win games like this is by doing things faster than the other players. You can search these forums for (at least) two exploits which would probably win you a game fairly easily, but it's not really necessary.

1) You need an ok start. Either a) one good city with resources all around you, which you make into a fortress, build up a super stack, start a war with your nearest AI, let them kill all their troops on your city's defences, and then take their cities. Or able to build at least three decent cities fairly quickly.

2) Cast Meditation on all your cities unless you have something better to use the Essence slot for. It's free. It gets you extra mana.

3) Prioritise Production and unrest reducing buildings first, because they let you build other stuff faster. Having said that, speed matters, so it's probably better to build a non Production building in four turns than a Production building in eight turns.

4) Don't build troops until you actually need them. They cost you money. Several sovereigns can get by fine without any troops at all for quite a long time, e.g. with tamed beasts, summoning, etc.

5) Prioritise Economic research. It gives you production bonuses and also war bonuses (increased unit size, increased stack size). Roads to cities and outposts are also crucial.

6) Get the Magic spell (Endless March?) which gives you +1 movement. Use it on your best stack. Try to make your best stack with troops of at least 3 movement. If you get can them all at least four movement, great. Mounted units obviously help with this. With the +1 and roads, that means you can get loot and react to threats quickly.

7) Be fairly aggressive with your best stack. Build up a decent amount of mana and then attack some of those lairs. Low level spells like Haste, Curse, Blindness, etc. can win you those battles. Building up your heroes' experience and their abilities with the loot you get allows you to take on more dangerous quests.

8) Prioritise research depending on what resources you actually have access to (horses, wargs, metal armour, magic items, etc.) 

9) When you want to start building units, design the best custom unit you can with the resources available. Build it in your best fortress. Make sure you use any City Enchantment buffs you have on the fortress. Quality is usually more important than quantity; if you can keep a good unit alive it will gain levels. And you only really need one good stack anyway.

10) Don't cast spells which cost you mana until you actually need them. So don't cast the City Enchantment buffs on your best fortress unless it's actually producing units. You could use that slot for Meditation or Propaganda or a Production increasing spell. Don't cast Evade on your units unless you're actually sending them into battle. Consider cancelling spells which cost maintenance if you're not going to use them for a long time (taking into account the cost of casting them again).

11) Build your mages up. Decide whether you want to priorise summoning, damage, or support. Stick to that choice; make sure all your picks help with that choice. Make sure you consider any new options when deciding what to cast in combat. Tactical summons can be great. Titan's Breath can be more powerful than Fireball against non-mounted troops, and it costs less.

12) Initiative matters a lot. Build it up as high as possible. This is why it makes sense to give your mages daggers, for example. +3 initiative is more important than a bit of damage with a bow or staff.

13) When you have a powerful enough mage, building up decent amount of Mana is more important than research.

Hope that helps.

Oops.

One of the nice things about the game is that clearly there are a lot of different strategies which can be successful. A lot of people recommend archers, but in half a dozen games I don't think I've ever built them. I've never considered the amount of research required worth it. I did build a lot of warg mages in one game, they were pretty effective. But generally I have an army of my sovereign as a super powerful mage (either summoning, support, or damage, depending on which spells they have), one other hero to make most effective use of loot found (e.g. building them up into tanks with magic armour), some fast special troops (e.g. tamed beasts, summons, binding troops, spiders), and maybe two built units, which are as strong as I can make them. Depending on resources I would either make them as strong as possible in melee or I might consider ranged troops, but I've usually focused more on magic than warfare, so mages are easier than archers.

Similarly some people swear by plate armour, but I've never researched it, ever. By the time I could, the game is practically over anyway, so I prefer to go for the Magic victory. I fairly routinely give troops the chainmail items which don't give an Initiative penalty, then (assuming I have it researched and have the crystal) an Aegis cloak is a lot better than mail armour. A good shield (with club or sword class weapon) gives even more defence. You can give them a +50% fire resistance cloak with +2 defense, and there's a trait for +3 defence as well. So it's possible to get decent defence without researching plate, and you don't get the initiative penalties.

I've never got a city to level 5. I think I've got a city to level four, but I wouldn't swear to it.

You don't have to play the way I do. I don't finish games as quickly as Chaosti, but if I'm not clearly winning by turn 100 the something has gone wrong. I still think doing things as quickly as possible is the most "efficient" approach, especially at the start, but if you can establish a good defensive base, which is basically one good stack which can beat anything the AI throws at you, it's possible to build yourself up more slowly. Giving the AI extra time means that it will have much better troops though, so you're probably going to need to research all those things at the end of the tree which I never get to. If you let it get crazy armour, then you'll probably need Curse or magic damage. If you let it get crazy attack values, then make sure you don't leave vulnerable troops where they could get hit. City militia can kill your heroes with one +100% attack; don't let them. Kill as many as possible before they get a chance to attack, stop them having a move (e.g. knock them prone, lower their initiative), weaken them with spells like blind and wither.

One final thing: if you have a choice between crushing an AI or taking on a Wildlands, if the objective is to win (as opposed to having fun) it probably makes more sense to kill the AI and take its cities. However if you're not confident of killing the AI and want to build up your heroes and empire a bit more, then attacking a Wildlands can make sense. The main thing is that if you've sent your best stack off questing, you need to be confident you can get them back to defend yourself if necessary. The Air spell (Cloudwalk?) which transports you to anywhere in your territory is perfect for this. There's also the spell which moves all your troops to the same place (Call of the Titans?). Failing that, you need to be reasonably happy you can get your stack back to defend yourself within about three turns, which is probably achievable if you have a fast enough stack and you have roads. Step 1: cast one of the defensive strategic spells on the enemy stack which immobilizes them for three turns. Step 2: move your superstack back to defend yourself Step 3: kill the enemy stacks Step 4: use your superstack to take the now badly weakened AI's towns.

Have fun!

relying on your own production to win is impossible sometimes...

it kind of forces you into the overpowered tactics that would be banned in a hypothetical multiplayer environment instead of being able to use all the strategies as they were designed

the AI can get attack/defense that you cannot possibly have by that time period even with amazing land

Read the game and play Expert level is not that hard. I start my first game two days ago, did not finish much, now playing the first full game in expert level and almost winning...

We need better AI, AI is so stupid, they even don't consider buff....For example, if I put a hero with Physical damage immunization there, they would still all attack it and ignore my other units lol. 

Take it easy, you will get it. 

It's much easier with custom faction and custom sovereign, especially in insane difficulty, i never tried it though as i hate making custom factions and sovereign, because it made the game easier (much easier actually).

But here is some tips from me for the non custom factions for Expert/Expert difficulty and Huge World Map and 10 players (including you), though i never tried it with factions other than Pariden or Altar. Pariden is more flexible, actually it's better with Pariden.

This is also tips for random blind game, i mean every setting is default except world difficulty and AI difficulty, both are set to expert. And the map is random generated and no reset IF you get bad starts.

These tips are focused on mass spamming spearman with devastating fire damage or militia if you want. But you need that Heart of Fire enchantment on your city to make this work and it's absolutely a must. +initiative enchantment is optional, but i consider it a must if there is a slot for it.

Each essence will give 1 fire damage, and it is multiplied with the number of the troop in one unit. At first all factions starts with just 3 troop in one unit, so if your city have 3 essence, this unit will receive +9 fire damage, when you are able to train 4 troop in one unit, the unit will receive +12 fire damage. This elemental damage ignore all kinds of armor and can only be mitigated by fire resistance which won't happen at this stage of the game when you mass spam your elemental spearmen.

So, you need to:

1) Pick the tile with the highest essence and production yield, essence is top priority, your 1st city must be a fortress because you need the accuracy boost that only fortress can give. 2 essence or 3 or more is preferable. For Altar if there are no tile with more than 1 essence (which almost never happen), these tips will not work. For Pariden, as long as there is a tile with a minimum of 1 essence it will work because Pariden have Scrying Pool to boost city essence.

The reason for this is to give your spearmen the crucial very high elemental damage bonus and high accuracy and also initiative bonus if there is a room for that enchantment in the city, so it's devastating against most faction except Magnar, though it still let you defeat Magnar at best or stall him at worst. If you are lucky you can get 4 essence yield for the 1st city, with Pariden it will easily become 5.

2) Meditation is top priority on the Capital City to accumulate many mana, you need 100 mana to cast Heart of Fire. Other important enchantments is Inspiration if using Pariden.

3) Play your Sovereign as Summoner if you want easy game, at least till she/he get Air Elemental and Lightbringer, afterwards it's up to you, since at this point the spamming starts. You can play as other classes with Altar sovereign though.

4) Try to reach high production and 100 mana, then make sure Heart of Fire is cast on your Fortress and it have at least the 1st tier accuracy booster building.

5) Only for Pariden, if your 1st Champion (not the Sovereign) doesn't have Fire Apprentice, you need to rush Decalon, but it's easy with Pariden because you can boost research with Inspiration. And if you have city with 0 essence yield, always remember to build Scrying Pool then cast Inspiration on it, keep it that way until you have Decalon. Then buy the Fire tome for whoever heroes you want.

6) Consider getting the lightning hammer, ice spear and mage unit, which is easy to get and if you rush it you can get it at early stage of the game (especially with Pariden). Then replace the normal spear with ice spear for more armor ignoring damage.

7) You can spam Mage unit if you want, but remember to cast +initiative buff on the city with Heart of Fire buff.

8) Only for Altar, you can take advantage of the +fire damage and +initiative enchantments to spam henchmen if you want. Then after you reach the point to spam quest map, it's just the usual altar strategy.

9) Only for Pariden, you can focus your gameplay on 2 side of Pariden, tactical or strategic. If you focus on tactical, just amass crystal and make sure to have 2 or more heroes with life Archmage, and focus on mana gathering. Then spam that Crusade spell. If you focus on strategic, it's the same as tactical minus amassing crystal, but you must have at least Water Archmage + 1 other Archmage either on Earth/Air/Fire then start spamming that strategic nuke spell. Life Archmage is a must if you want to take advantage of Soul Spark ability.

That basically summarize the key points, also this is a simple guide for using Pariden which most people claims as the weakest faction.

edit:

Forgot to mention some other tips. You should almost always design your own unit. This goes well with Pariden, not for Altar though. Because of decalons you can have all city enchantments that can boost your units. This enchantmenst can be combined unit design to boost your unit to considerable level at early stage of the game for Expert and Ridiculous Difficulty.

The most important enchantment is Heart of Fire which give +1 fire damage / essence. Then Aura of Grace and Aura of Life is 2nd best. Aura of Might is worst but that doesn't mean that this enchantment is useless.

Most city will have 2 or 3 essence and it is especially easy to have city with 3 essence with Pariden due to Scrying Pool.

Let's say the city have 3 essence and it has 3 member for each unit, then you want to make a super tanky unit at very early stage of the game (with just the most basic of equipments available).

Tank unit: Unit with All leather armor (+6 defence), wooden shield (+2 def and +5 def when defence mode), Forge (+2 defence), Defender (+10 defense when defending), Ironskin (+3 def) and Tough (+3hp) combined with Heart of Fire (+1 fire damage), Aura of Vitality (+1hp/essence) and Aura of Might ( +1 def/essence ), will give you super Tanky unit which have powerful attack that ignore armor. 

This unit will have: 16 Def (31 when defend), 42 HP (3x14), Atk bonus of +9 Fire Damage. You don't need high tech level to get this unit, just the most basic one. It can have 30 atk or more depending on the weapon, the most basic spear will give it total 30 Atk (21 normal and 9 fire damage).

Once you reach lightning hammer, fire axe or ice spear which is easy to get and you can get them at early stage of the game, you can make that unit as one hit killer with hammer or Area Attacker with Axe or Spear. That unit will have devastating attack that will let you steamroll Expert/Expert. Even if you only have 2 Cities due to very bad start, well, that kind of unit will steamroll the 1st AI, afterwards the city number will of course higher than 2. (i  encountered this kind of problem before).

You can make other combination such as cavalier that will charge all your enemies to death before they can even react (Horses, Charge Trait, Finese, Spear or Ice Spear, Heart of Fire and Aura of Grace) and this is also available at very early stage of the game. Or a devastating mauler that has devastating crushing blow (Any club, preferably lightning hammer, then add Heart of Fire and Aura of Grace and Aura of Vitality). There are many combination that will win you the early game even at high difficulty setting, and if you win early game, it's suffice to say that you have the best advantage against all AI remaining in your game.

The key of winning Expert, Ridiculous and Insane is to solve the early game problem, once you solve it, everything else are easy, that's why opening is very important part of this game. You can create overpowered opening by create custom faction and sovereign.