Personally I'd advocate Brother Mark's strategy of going it alone. The other Roman factions are generally rubbish and too hesitant. It really is for the best to try and take the best settlements for yourself rather than let the AI waste them.
AFAIK it doesn't advance the story line if you take other factions target settlements. Only moving along in your own does - so the civil war is postponed which is handy for getting plenty of reward units.
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