Avoid over-turtling, especially if you're playing original STW (not Warlord Edition/Mongol Invasions). Original's most annoying feature is the "horde," huge build-ups of troops, usually the Hojo or Uesugi. I haven't played original in ages, but Gollum recently posted that you couldn't disable the battle timer in original; this combined with the horde problem creates a situation where there are so many troops that you can't defeat them in one (or for that matter, many) battles if you let them build up too much.

Try focusing on a controlled but steady expansion without building up your infrastructure first; build up as you go. Once you get the rhythm of it, it's not so hard to win within 20 years, without building the uppermost tiers of buildings/troops. As an example, I just played my first STW campaign in a couple of years, Uesugi, Expert, Sengoku campaign, and won just after Uesugi Kenshin was born (in the mid- to late-1540's; I didn't get to use him much). I didn't see any gun troops in this game.

Good luck on your next game :).