When playing as the scipii, i always try to plan ahead to the civil war by taking cities in the theaters that are originally designated for the julii and brutii.
for example:
i usually try to take either Narbo Martius in southern gaul or pavatium&mediolanium to prevent further julii expansion further north.(requires lots of effort and needs to happen quite quickly if you are going to succeed, before 255 BC)
i also attempt to take some of the cities in Greece. If the brutii beet you to Apollonia then get thermon, Corinth, Sparta and whatever else you can grab because this is a very rich region of the map.(this should be a bit easier but you will still need 2-3 good generals to act as governors and generals for the more difficult cities. start this campaign in Greece immediately if you hurry you can beat the Brutii to Apollonia, but if you dont, no sweat, just land a bit further south neat Thermon... before 265 BC)


Of course you cant forget about the Carthage/Numidia/Spain Theater either.
When attacking Greece and Gaul, you can afford to stall a bit. I would recommend taking Caralis, Palma, Narbo Martius in this order asap. Use Gaius Scipio who starts out as an able commander and use him in three simultaneous amphibious assaults. Use your faction leader, Cornelius Scipio and his son Quintus Scipio in tandem in defence against the Greeks and Carthaginians on Scicily attacking an army or ungaurded city when possible. I always send Julianus Scipio or his son to Greece with as many units as possible as soon as possible. No delay should be taken. pick up any available units in Messana on your way. Once Southern Greece, specifically the Pelopennessus, has been taken, head over into Asia. Sardis and Halicarnassus and eventually Rhodes will give you some much needed advantages with their wonders.

Then it is completely your choice of where to head off to next. I prefer the Syria/Palestine area so you csn jump in between the Seluecids and Ptolomies. This is always fun and becomes interesting once you take Antioch/Sidon/Damascus/Jerusalem. Cyprus should be taken before the landing in Syria so iyou can have an area to regroup and retrain your troops in the case of a defeat.

But who knows, the Pontus dudes always get interesting. I have heard that Thrace and Scythia are alternatives too. never tried it.

But make sure not to forget about the brutii in Greece and the Julii in Gaul. Once you have made a bridge head you must not forget to mop-up.
And those retarded Elephant Riders will always be a pain in the ass until they are completly destroyed.

I play the scipii on H/H.