Also, with proper blitzing one can roll up the whole map with only spear militia. Turtling is pretty much necessary if you ever want to see any of the rest of the unit roster, or the Mongols, gunpowder, the New World, most of the game in fact.

And one could argue that blitzing is essentially an exploit, since you are taking advantage of the woeful inadequacy of the AI in the face of relentless aggression.