PersianStrap: I usually conquer in order towards the north, beginning with Corinth. Don't just attack Athens first, because there's no way you're getting along with the Macedonians. Athens, as long as it is in rebel hands, will be sterile, and therefore out of your way. Get Corinth, Athens, Larissa, Apollonia, and Thessalonica in the order listed. Defend Syracuse, it should be your staging grownd for the later conquest of Sicily. What I did was build a barracks on the first turn in Syracuse, and start pumping Hoplites. As long as you have a sufficient force of Hoplites, you will dominate any street fight, and will be able to defend Syracuse. I held on to it using bribery and stiff defenses. Don't worry about money, with the reunification of mainland Greece, you should be rich enough. You can halt the Brutii by taking Apollonia from them. I did it with 6 units of Militia Hoplites. Advance on Salona next, since it will be another Brutii bastion soon enough. When you do that, the Brutii will concentrate on landing relatively weak forces every now and then next to Apollonia. Forces that you should have no problem destroying. Always try to kill their generals in any battle that you encounter them in. The key to winning with Greece in the first few turns is to blitz, and blitz mercilessly. Don't spend time on alliances and diplomacy, these wont work with Macedon, the Romans, or Carthage. After the reunification of mainland Greece, take Crete, send a diplomat to Salamis and get trade rights with the Egyptians, and then ship him over to the Seleucids and do the same. Peace with the Seleucids should not last long, as you will inevitably want the Aegean to be a Greek zone. The Aegean is arguably the richest area in the map. After that, I qued up 6 units of Armoured Hoplites (Sparta, love that city) and sent them straight into Messana, along with a 4-star general. Near Messana, I sent 5 unit of Hoplites from Syracuse to join their army, and laid siege to the Scipii. After Messana, its Lylibaeum. While you are doing all of this, any city that is not building infantry should be constructing ships. Take a very powerful navy and put it between Messana and Capua, block any Roman ship that carries men on it and sink that ship. You can do this by spreading the varius ships around the enemy, blocking all routes of escape, and they will force the enemy to sink. I can't begin to count how many armies and generals I've killed that way, it certainly makes life easier.
A unit that you want to look forward to is the Armoured Hoplite. It's fantastic. The first cities that can produce it are Thessalonica, Sparta, and Syracuse. I've built temples of Nike in each of these cities, and was pumping up double-bronze chevron Armoured Hoplites out of these.