Your ultimate objective is to tech up to Chosen Swordsmen, Chosen Archers and Barbarian Noble Cavalry. Chosen Swordsmen are excellent infantry who can are superior to all pre-Marian Roman infantry and can fight toe-to-toe with Early Legionary Cohorts and regular Legionary Cohorts. Add in the warcry bonus and the bonus in forests or snow and you have a VERY formidable unit. Chosen Archers could very well be the best foot archers in the game. They have long-range arrows and are so heavily armed and armored that they can hold their own in melee combat as well, even against Hastati and Principes. The Barbarian Noble Cavalry is weak for a heavy cavalry unit, but it's good enough to get the job done. Combine these three units in a conventional infantry wall-archer backing-cavalry flanked formation and you should be able defeat anything but the most advanced Roman cohorts in a straight fight. The Dacians may be the only barbarian faction that can go head-to-head with the Romans in an even matched fight and win.

That said, it will take you a while to get to these units. In the early game, you will be limited mainly to warbands and archers with the occasional addition of barbarian cavalry and warhounds. Your foes will slice through these weak units with ease. As such, bring superior numbers and make good use of archers. Soften up the enemy from long range as much as possible before moving in... especially against phalanx style units as used by the Thracians, Macedonians and Germans (all on your borders). Your warbands will take huge casualties against these troops, even when flanking them (on VH/VH). If you can afford some Falxmen, they can help a great deal in flanking maneauvers, but you will probably not have a lot of these to spare.

So... fight rebels and get your generals good command ratings. Combine this with masses of warbands and archers and the occassional well-armored mercenary and you should be able to hold the lines until your elite units arrive.