While the Romans can be some tough guys, I've found many other tough units in other factions. As one of you mentioned, I also upgrade armor as soon as I can, and as often as I can. Copper upgrades to silver which upgrades to gold. If I managed to build or capture a city with a foundry and a temple of Hephaestus, or Artemis, I upgrade the armor of everybody in the place, and then start "trading" units from neighboring cities to get the armor upgrades.

Presently, I have an XGM game as Macedon. I've taken most of present day Turkey from The Greek Cities and Selucids. Pergamum has a foundry and awesome temple of Artemis. Imagine the armor upgrades in that! I've also gotten the same upgrades in every city in Western Turkey, and have taken a bunch more.

I think that a lot of it is upgrading with improved barracks and armor.

Try the armor and experience upgrades, and you may find what you are looking for.

Strength and Honor

Celt Centurion