Just hold on in Asia Minor and Sicily until you blitz the Macs and the Brutii out of Greece proper asap. This should take only a few turns. Then you should be quickly rich enough to destroy the Bruttii in southern Italy and, at the same time, smash Pontus in the Asia Minor coast. Once Greece proper is yours together with Rhodes, Pergamum and say Crete you can rake in millions (and more by taking Sardeis, Halicarnassos and eventually Byzantium and Nicomedia), especially since you start with the Collossus trade bonus. By getting Greece proper and Asia minor you also get the Zeus statue at Olympia and its loyalty bonus, the Artemis temple and the Mausoleum at Hallicarnassos and their respective bonuses. After that the Greeks are hard to beat, even if we are talking about long wars of attrition with Egypt.

Armored hoplites, peltasts and militia cavalry make a very good field army combo that is hard to beat. Hoplites (like most phalanxes) of all kinds are very very hard to break in sieges by fighting in city streets. Abandon the walls and fight in the streets against enemies that have strong melee infantry like the Romans.