If you're marching to the holy land, make sure you send a spy to scout ahead of your army to prevent the army from losing all it's movement points when it gets too close to a city/castle.

On that same note don't give your crusade several turns of movement orders, because it will inevitable walk directly up to a city and lose all movement points for that turn.

Also, if you do get stuck next to a city, make sure you move your crusade away from it one square at a time. If you give your crusade a long movement order it might just get stuck next to the same city again.

That's all I can think of.