Civ 4, great game, Ive not played it for a while but it is a very nice game.
I have gone in search of a more detailed game and found Supreme Ruler 2010, that is the only reason Im not playing it.
Best way to start is really just do the tutorial, read the manual and head over to the Civ Fanatics Forums @
http://forums.civfanatics.com and do a search or post a thread.
One thing I love about civ is when a massive world war breaks out, for instance on my last game it was me and 4 other civs on this continent, two of them I killed around the gunpower time (I took advantage of the fact I was ahead in the tech race) and that left me with most of my continent and two other civs that were my friends. So we have found the other civs by now and they both have decent sized continnents each, but the weaker of the two has apparently annoyed my two friends and they both declare war on him, the other new civ declares war on my mates so theres all of a sudden massive wars going on with me just sitting and watching.
I take my time to build up a fleet (something with I usualy neglect to do), it was 3 battleships, 5 destroyers, 2 carriers(filled with fighers), 3 subs and 5 transports, I load all the transports with infantry and tanks and send them onto the bigger civs continnent.
Crazy war, I came out on top, my two friends were crippled and signed a peace treaty but I managed to wipe off the other civ and ended up with two continents

.
Man I love Civ 4.