Macedonians starts really powerfull so - use it!
First of all I took Athens - you willa have many benefits of that - a lot of cash and producting center for most of the game.

In the north you should send a diplomat to birbe incoming Dacian army. It's worth about 6000 (maybe less - I don't remember) but you will take one of the best leaders (in my game he became fraction heir). Of course before that try to sell to Dacians yor map and offer to attack Rebels (same with Greek Cities).

In south build and send to Greeks a diplomat (see above) and after taking Athens send that armies to Sparta. Most of the times Greek units hide near the city living there only Spartan hoplites. In that case attack the city - spartans will defend the city while you could deal with the rest of the army and THEN kill as many of spatans with arrows/javelins as you can. This unit has 2 lives (my cat is better - has 7 ;)) and great stats so after using all missiles charge them with everything you have.

That's the very beginning.
After that take Thermon and go north - Dacians and Thracians will try to take Bylazora soon. Birbe them or kill in battle. And go for their cities ;)
Thacian cieties don't get culture penalty so you don't need to enslave them but you can if you want yor main cities bigger.

During that prepare for Brutti. I couldn't ever ally with them but even allied they always attack. In my game they go for Tessalonica but they were easily defeted with garrison from Byzalora and Larissa (with the help from the besieged too :))

Then you can take Appolonia or/and invade Asia Minor/Crete/Rhodos.