It's hard to have a strategy that specifically goes after colonies because if you have, say, the Colossus and Cartography, and the other players are reasonably competent, they are not going to be seeding any colonies. At least not any good ones.
How much is enough military? Enough to not be last in military. It depends on the table, and how much they're building up. Generally I try to get either Swordsmen or Knights and a tactic by the end of Age I. Ideally you'll get Swordsmen and Knights, because they're cheap and give you a ton of flexibility in age II to match with a new Tactic. Being within one Defense Card of the leader is a nice safe second place (even if you don't have the defense card).
Effectively using territories -- the ones that give Yellow tokens are generally the best. They let you spend way less effort on food for the whole game. Fertile and Inhabited territory are often worth throwing all your military and cards at, and you should never be seeding them unless you expect to have a good chance at winning them. You can generally rebuild at least part of your military the next turn because they give you dudes (/food) back, and you should have a reasonable rock supply from somewhere by the time age I events start popping.
Developed and Strategic are both good too, but second tier compared to the first two. Developed gives you yellow token still, the science and blue token are just bonus. Strategic helps you find more events, and gives you a permanent military boost to make those events better, and also helps cover your butt for the round after you win it when your military is low.
Wealthy and Historic are not a big deal. Blue tokens are mostly unimportant, so Wealthy just let's you convert food, rocks, and military actions into rocks. Sometimes this is reasonable, sometimes not. Historic is points and a little happy, it can be worth throwing a dude at for the happy face, or at the end of the game points are reasonable.
Wonders are worth it when they're worth it. (Ha, depends on the kingdom) Obviously they're better if you're making lots of rocks and worse if you aren't. They are a big time investment too, to pick up and to finish, so make sure you're getting something decent out of the deal. Age III wonders can be worth tons of points, but points are worth just the same as log as you finish by the end of the game, so don't feel like you have to scramble to finish one unless you need to pick up another age III wonder.
Military domination and winning the game -- it's hard to convert being 1st in military into winning, but it's easy to covert being last into losing. Being 1st in military mainly means that you get the freedom to seed all the events that benefit you, you can take potshots with aggressions, and no one can ruin YOUR day with Raid II. A big war for points can be a nice windfall, but you can't win off the back of that alone.
If I'm playing Global, I like to take a look at the available leaders and wonders before my first torn, to get a general feel of what will be available. I especially look to see A. If Napoleon is in the game, and B. What age III wonders will be there. Knowing the Olympic Games will be out and John Paul II won't, or vice versa, may help inform whether you pick up Bread and Circuses or Theology, for example.
All this is with the caveat that I'm not expert at through the ages. I win occasionally. But it's a fun game, and I enjoy playing it reasonably competently.
