I find playing on expert the AI will search woods etc with scouts before committing to battle, if all your units aren't on plain view. This seriously undermines your ambush ability because you lose the surprise bonus.

Still, I do like to anchor one end of my line in woods so there is a nasty surprise for enemy flankers. I recently held off a two-stack Mongol invasion with such a scheme. Had a unit each of w2 CMAAs and Swiss Hallbs in the woods, and with the cavalry penalty in woods these two units chopped up a lot of MHA, MHC and SHC. At least ten units in all, for the loss of about 20 men. But you have to be very Zen fighting the Mongols - a "Do nothing" defence always works best. Hold ground, fire at will, don't chase, let them do all the work, use woods and high ground, and start with your best missiles. Don't target anyone, unless you're ready to pull them back into position every few seconds. The AI has the Mongol feigned-retreat down quite well..... and will pounce as soon as your formation is disrupted.

Where I have a good cav general and cav missiles, I try to put good cav missiles in woods somewhere and use the general to lure the enemy past the ambush, then go for a few missiles in the back, followed by a charge. Preferably downhill and from more than one side and with a mix of fast and heavy where possible. Aim to break morale so the cav are mostly mopping up routers. Apart from buried flanks in woodland I prefer to stand in the open with a good view when it comes to an inf vs inf battle so I am less likely to try an ambush there.

The hard part is always getting the enemy into the ambush!