The end game in Age of Kings is played out during the Imperial Age. You can
expect your enemies to hit you hard during this age (especially if you have all
the relics or are building a wonder), so make sure you have adequate defenses in
place before you sally forth against your rivals.
You should have built the necessary defenses to protect your village during
the Feudal and Castle Ages. If you are trying to achieve a wonder victory,
though, you may want to beef those defenses up. Make sure you have plenty of
towers - but don't go crazy with bombard towers. They are not effective against
moving targets, so have regular towers full of archers to hit the enemy while
they are moving. Keep a couple of trebuchets inside your walls to fire at enemy
trebuchets as they are setting up. Finally, build an anti-siege engine squad.
This squad should consist of about six light cavalry units. Use this squad to
quickly destroy approaching enemy siege engines. Assigning a hot key to the
squad will help you to respond more quickly to potential threats.
Before going on the offensive, you first need to make sure you have the
production in place to fuel your war machine. Build extra military buildings for
the units you will be relying on the most. This will help speed your production
and allow you to build large forces more rapidly. Also make sure that you have
at least two castles in order to produce a lot of your civilization's unique
unit.
A proper mix of units and smart use of formations are key to vanquishing your
foes. For sieges, put together armies consisting of at least four trebuchets,
fifteen or so ranged units, and three to four monks. Place them in box
formation, move them close enough to the enemy so that your trebuchets are just
in range, and then order the units to stand ground. The trebuchets will quickly
reduce enemy fortifications and your other units will protect them while they do
so. Use the priests to heal any units that take damage. Do not waste your units
by sending them in to hack on enemy walls - let your trebuchets do the work.
The groundwork for winning the game is built in the early ages and it is in
the Imperial Age that you put the final touches on your victory.