I usually start with a good rush till I have a good finacially secure base then I build up. Once I have full high-tech armies with onagers I go at conquering again and rush till the end, with my base provinces all money and troop producers. My core provinces are still my main troop producers though.

For example as Brutii, I'll rush and take all of greece and Macedonia, then build up till the marius reforms then attack with brand new 20 stack post-marius armies and steamroll till the end.