Which game?

If its RTW or BI:

Hand to hand wall fighting, assaulting defended gates, charging a packed plaza..all good ways to loose lots of your own men. So do the opposite. Kill them away from the plaza.

Try to gain access to the city where there are no wall towers firing at you and no defenders.

Use missile troops to shoot the enemy in the streets (wooden type walls) but only fire at those presenting their backs to you.

If its stone walls then capture a wall top somewhere where the enemy isnt. Then run along the top capturing towers. Avoid fighting on the walls. Once one or two units move into the city the defending wall units often fall back from the wall. That your queue to capture any last remaining wall towers and use their firepower to kill the defenders in the city streets.