Everything Stef just said. Another thing to bear in mind is that with 4 or more players, there are only 3 Provinces (or Colonies) per player, which greatly shortens the game. So, in 4P you should generally start greening earlier than in 2P or 3P.
Also in 4P the metagame around cards that are powerful, but are only powerful if you get a lot of them (Fool's Gold and Minion particularly), is very different. If you try to go for such a card, you have to have a plan B: if more than one of your opponents goes for the same pile, you're just not going to be able to get that many of the cards and you'll have to adjust your strategy accordingly.
Lastly, if you don't want your play group to all start hating each other, I would suggest always have a defense of some kind if Torturer is in the kingdom. Without a good defense, that attack makes for a game of unending agony. In my opinion at least.