What do you suggest against horribly fast, deadly creatures (ants, horses, centaurs, DOGS!)?
For horses, cats and dogs, tame them by throwing them food (fruit/vegetable for horse, ration/fortune cookie/corpse for cats and dogs). If you can't spare the food, throw them some food they don't eat (swap food used for taming) - that will make them peaceful.
Centaurs shoot on approach. Use the landscape to avoid its arrows/bolts. Ants are the most common reason of death on many Nethack servers. People often say "Go team ant!" when they see someone killed by an ant. They come in a group, move fast, hit hard, so the best way to deal with them is to stay in a corridor, and fight them one by one. Rothes are very similar with ants, in that they often appear earlier than you can handle them.
Some general hints on dealing with them...
1) Keep your pet with you, and let it fight for you.
Your pet is stronger than you early on, even for combat wombats like Valkyrie. If you let your pet fight and eat, it will level up and gain more HP. A large dog/cat can handle most things easily all the way to end of Sokoban and Gnomish Mines (except the guard captain). Chat with them to get a general idea of how healthy they are. Their response change when they are hurt or hungry. If you keep a tripe ration in your open (i.e. not inside bags) inventory, your pet will stick much closer to you.
2) Train a ranged attack. Bow for rangers, dagger for almost all others. Priests may choose sling or just use dagger anyway. They can't hit back when you're not next to them.
3) Run before trouble starts. Try to obtain telepathy early (eat a floating eye corpse, then find a blindfold or towel to blind yourself) and use that to check.
4) Use Elbereth liberally. It's a legit tool to be used unless you're aiming for illiterate conduct.
5) Enter gnomish mine with your pet (hopefully upgraded by now). hang around the stairs, and wait for some gnome or dwarf to wander by. Then let your pet plays with them, and you pickup whatever armor they have. Go back to main branch and pet-check for cursed items, then don them. It's good even for spellcasters like wizard, because you shouldn't be casting attack spells early on (they are weak, miss a lot and makes you hungry quickly). If you need to cast spells (e.g. healing) you can take off some armor first.
6) Upgrade your pet to large version, and tame another one if possible. Then skip the gnomish mines and hit the Sokoban early. The large amount of food there, and the boulder-pushing exercises are good for you. Take only one pet if you're still clearing the puzzle, leave the others on the level before.
7) Boulder fort! Wear a hard helmet (i.e. not elven), and read non-cursed scroll of earth you found in Sokoban level 1. Only giants can bypass it. There you can rest and keep throwing things out. Bless ones won't hurt you, normal ones will drop a boulder on your head (1d20 dmg, 2 dmg when wearing hard helmet).
Got any unidentified wands or potions? It maybe the time to try them out now. Potions can be drank or thrown; wands can be zapped or applied (if you have the HP to endure the blast
http://nethack.wikia.com/wiki/Wand#Breaking_wands).
And Air Elementals?
Usually by the time I see air elementals, I laugh at their damage output. A round or two dagger storm or melee for combat wombats and they're dead. Being engulfed is actually a way to get away from trouble if you have godly AC (AC gives damage reduction).
If you mean those in plane of air, well, I haven't made it there yet. But I heard people suggesting wand of teleport or death.