I usually go for the Castles first to cripple the AI's ability to make good troops. This also allows me a key defensive position on the front lines that can retrain and creat quality armies. This only applies to SS because usally the AI is just as high or more highly developed than me. In vanilla, I quickly amass a few stacks and nock out factions one by one in as little time as possible in many mini-blizs. Generally, I hate assulting cities and castles so I try to fight as many field battles as possible, during summer (I hate winter battles). In SS I usally use two stacks, one for assulting and one to fend off reinforcements which the AI can quickly create. Then consolidate and move on to the next target.
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