#1 - Build mines. This is an important early investment, and funds your later conquests.
#2 - Invest in good medium quality infantry, such as Thureophoroi, and make these the backbone of your army, along with some number of phalanxes. The two form an excellent team.
#3 - Fight horse archers with horse archers. Recruit some Pahlava Shivatir, Skuda Uazdaet or other regional horsemen and use those to fight the Sauromatae.
Recommended Agemon Kaukasoi (Guard for the Caucasus)
6 Horse Archers
2 Cretan, Syrian, or Bosporan archers
2 Thureophoroi
2 Phalangitai (Klerouchoi or better if possible)
At least 1 Heavy Cavalry (FM, kataphraktoi, hetairoi, or merc general)
1 Medium Cavalry (lonchophoroi, prodromoi, medians)
Expect the HAs to take lots of casualties, minimize this by not being reckless with their deployment. Guard your foot archers carefully, you don't want them taking large amounts of melee casualties.
Do NOT use lightly armoured infantry to fight horse archers (except archers). These will simply be arrow fodder, and this is not a good use of your money, nor your population.
I highly recommend at least 1 unit of horse archers in all of your armies. They are great pursuers, can easily flank an enemy and shoot at his side or rear, and are unmatched at dealing with lightly armoured troops.
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