I was always sucked into playing the english, a huge piece of advice if you go a western christian nation make sure your hiers are married! if they come to late to the throne and they're not married they wont have enough time to produce an hier, which means game over (happened not long ago in a brilliant english game i was playing)

Naval domination should be an absoulte priority, combine that with merchants in the right provinces (ones which have tradeable goods) and you'll have lots of money coming in, and the ability to move around easily.

ohh and one thing i didn't learn until a had the game for almost 2 years (i have an excuse i mainly play mp!) you can't build a horse farmer without the basic farm upgrade first.

all this has put me in the mood for a campaign....