I'll throw out some tips for everyone from past games:
Never fight two opponents at once if you can possibly avoid it. Just don't do it. It might seem like a good idea at the time, but it is pretty certain to turn out very badly.
Full scale war is extremely costly early in the game, especially for the attacker until. Don't do it unless you will gain a very large strategic advantage from it, finish it very quickly, or you already have a very well developed empire.
Always have your attacking troops in the same army wherever possible. Otherwise they fight separately (even if all moving from the same place to the same place at the same speed), which makes them exponentially weaker.
While I don't advise getting into a full-scale war either, unless you spot a serious weakness on the part of an enemy, it's tactically sound to send your troops out to raze enemy lands by conquering claimed tiles so they can't get as many resources. Just be aware that others might send some troops to do it to you.
Its tactically sound, but strategically unsound. Harassing an opponent means that you are in a conflict with them. Conflict costs resources. If you get something out of it its one thing (more land by stopping their expansion, a iron tile (or in the rules that have magic in them, elemental resources/mithril/pegasai), a city), or their is only single other player in the game.
But if there are more then two players (and there are) it isn't a zero sum game. If you hurt one of your neighbors, and it hurts you in turn (even if the hurt is only 4 labor to build the troop and buildings for you, and a single tile of land for them), it means that everyone but you two get ahead. Now, a single raider won't cost you much, but if it escalates, and they send troops to stop your raider, and you have to build troops to stop them raiding you, it will end up costing you resources, and quite possibly put both of you turns behind the other players..
Since distances are so great in this map, I don't think their is much incentive for raiding to get resources (as you need to claim the land all the way to the point where you are raiding in order to get it for yourself).
I should make it clear though, that if you think you can get a enemy city on the cheap, then its probably worth a try (although a full out war is still very costly to your development). Just be aware that if your opponent responds to any real degree, the 5(?) turns it will take your troops to get over to them means that your attack will fail and cost you a non-trivial amount of resources (which in turn will help everyone else).