Ditto what everyone has posted so far but I like to add a few suggestions:

1) Try to push (be it through force or bribery) south as far and fast as possible. Why? Antioch, Damascus, Edessa, Aleppo have the potential to become large money spinners. Capturing Acre is important as it can quickly be upgraded to a fortress.

2) To save money and to get the most out of your troops merge all your units to 2 or 3 full stack (that's if you have the money) and based at least one in each half [i.e. 1 in ME and another in Anatolia] of the empire.

3) Brace yourself for the inevitable invasion of the Byzantine/Egyptian/Crusades. Don't worry if you are outnumbered, provided your opponents doesn't have as many Archers and HA's as you your armies can roll-over full stack with relative ease because of your superior fire-power and mobility.

Btw: Has anyone else notice the fact that Turkish Archers have a defence skill of 6? The same level as JHI?