Ones that tick me off are when the enemy repetitively besieges my cities with 4-5 units - and I have a full stack.

As to assaulting... Phalanx dude! Assuming wooden walls, massacre the headless chooks with archers/slingers. Then knock two holes in the wall. Run a phalanx into the street behind the wall and form a street filling phalanx, or as close as the re-eff%$#-tarded pathfinding will let you... When the enemy charge into the front of the phalanx as is inevitible, let them wear down somewhat then charge heavy cavalry (preferably) or heavy infantry into their rear. Run down survivors, rinse and repeat.

Bar the final square you should capture the town with less than 1% casualties.