An important thing is the survival of your tools, err, troops! Wait long enough to built a sensible army in order to conquer without much losses in the beginning:
- If you have an immortal pretender like the Vampire Queen or something else that is pretty strong like a Wyrm, they can give you a high expansion rate by going on their own right away. Scout ahead nevertheless.
- Some pretenders need plenty of archer backup to conquer (Air magic for AirShield or EarthMagic for high protection helps here), so take 1-3 turns to produce enough archers. A medium expansion (since the later you conquer the less money for more troops you have as usual).
- If you sport an Immobile commander like I often do, you'll have to wait a bit before going out and conquering (say, 3-6 turns). The troops consist on your nation, e.g. with caelum, you need a level 4 prophet seraphine priest and a certain fixed number of mammoths and wingless (5-8? I forgot...). Later on add as many archers and mages as you can, without ever stopping the army. The late expansion is usually offset by incredibly good scales (high money income) and fast early research (by good scales and by your bored immobile pretender).
- Human pretender without the Conceptual Balance Mod or similar: Restart right away if you do not have a well-thought plan!
This is for an initial setup only. No research, temples, labs or fortresses are built usually during this phase of aggressive expansion. Only bored mages, if any, search for sites. Occasionally some forging for your pretender or prophet (-> early SC).
A few turns later that changes drastically, with research, forging and most important, site searching taking priority...
Another key is to setup a sensible strategy AT PRETENDER DESIGN. This cannot be stressed enough, as the game becomes unplayable with a badly designed pretender or not knowing the masterplan behind it. There are many nation specific threads which discuss pretender design and the idea behind it. Just search for nation names...
(its really a shame that there is no canonical set of pretender templates with a short description revealing the idea behind them!!!)
Oh, and I strongly advice against strong indipendents, as it makes for boring games, deciding the outcome long before nations clash. I usually choose small maps with easy independents to get right into the thick of it. More fun that way.... ...and that's how I learned how to design a pretender. Play 10-20 turns, loose and learn, rinse and repeat