I like turn based strategy games.
I like the fact that the game generates a new map every time you start a new game.
You can vary the size of the world, the number of Indian tribes, and some of the abilities of your leader.
I like to select "ships travel farther" and Admiral so trade times are only 1 turn for a significant part of the map. I can also search out more map space looking for a place to settle.
When I fight battles I like to move cavalry into the second row to fight other cavalry. After they're gone I like to retreat to the first square to make their artillery less effective. Then once their other units are gone I go up the column that has the least enemy artillery.