The other hut popped gold when my warrior reached it. He kept exploring, and met (and fortunately beat) a barbarian warrior at the spectacularly early date of 3730 BC. Maybe that settler move into the unknown was riskier than I'd thought...Why do we start with two warriors? Does the game ever do that naturally, or was Sirian having a strange day in the world builder? Well, I move them to reveal some more space.
But this start is actually the worst I've ever seen in Civ 4. Only one food resource, and a weak late one at that. Not much grassland besides the sheep, with exactly one being irrigable before Civil Service. And finally, no river to get our Financial trait online.
Since I'm really not interested in all this bland plains terrain, I'll try to find another food resource to pair with the sheep. And since southwest is the way to go, let's pop that hut with the settler on the way.
JACKPOT! Wheat, Cow, River, Wines, Ivory is more like it! And those river wines will conveniently activate our Financial trait right away! OK, it'll take a few turns to get there, but the payoff will be just huge. And this is Epic speed, so four turns lost walking the settler is a comparatively lower price than on Normal speed.
Ahh, much better. I shall now keep careful track of my early plays, in order to compare this ploy with those who accepted the default starting position.
Although actually, now I notice that this site isn't tremendously better for food than the initial start. We've still only got four grasslands, and the cow really isn't much extra food. But the wines are essentially free towned grasslands once we get to Monarchy, so I'd call them the real strength of this position (and that's why I chose that tile rather than one more south, to get the third wine rather than the ivory.).
So... with all those wines, I want an early Monarchy. How might we go about doing that? Well, Monarchy just happens to be right immediately after Civil Service on the list of Great Prophet tech preferences. Let's try this plan. We will build Stonehenge, primarily for the Great Prophet points to lightbulb both of those techs, but the free border pops will also be pretty helpful since we aren't Creative and have already lost major ground in the early religion game. And we also must avoid Masonry for the GP-CS slingshot, so the lack of Stone in the area isn't a serious obstacle to building the wonder.
First things first, though -- research to Agriculture while we train a worker.
The other hut popped gold when my warrior reached it. He kept exploring, and met (and fortunately beat) a barbarian warrior at the spectacularly early date of 3730 BC. Maybe that settler move into the unknown was riskier than I'd thought...
Agriculture came in in 3460 BC, and one warrior popped a third hut for a second dose of maps. Mysticism ordered up next, for Stonehenge.
And I contacted Egypt very soon.
Wow, without that bad case of wanderlust, my river would've been pretty tough to claim before Egypt on Monarch difficulty. Can't wait to see what happens here in the other games. :)
My western warrior got eaten by a lion, at 11% odds while on a hill! 
And my eastern warrior met a hostile hut, and lost to that warrior at 23% odds! Yikes. One worker and zero military in 3190 BC is not a pleasant situation.
So, since I need some military, after Mysticism completes in 3130 BC, research goes to Hunting -> Archery. I always hate spending early research on Archery rather than economic or other military techs, but we really need it here. And I just noticed what Mali's UU is, the Skirmisher, which should provide all the defense we need for quite some time.
I started Stonehenge after building one garrison warrior, while waiting for Archery to come in, then paused the wonder to build a Skirmisher. Meanwhile, Buddhism didn't fall until 2830 BC, which is pretty darn late. Archery finished in 2560 BC. Next up is Bronze Working, since we'll definitely need to chop for Stonehenge.
After farming the wheat, the worker took the unusual step of farming the wines tiles. Animal Husbandry for the cow was a little ways farther down the priority list, so getting the wines tiles online with 2-1-3 production was quite a good way to keep my growth speed up while getting some much-needed commerce.
Then after Bronze Working in 2110 BC, Animal Husbandry was now top priority. My worker chopped two forests towards StoneWoodhenge while waiting for that tech to come in for the cow.
I'd been thinking to send my first settler west to get the fish, cows, and corn, but Hatshepsut moved in on my turf *really* quickly here. And WHAT is she THINKING? My capital is going to drown that sorry 'burg in culture, once Stonehenge goes up. But she is Creative, so that does block off any thought of settling aggressively and trying to take the fish area by culture.
Well, I did get Stonehenge, with research going towards Code of Laws in preparation for the Prophet-CS slingshot. Since I'm not running for the Oracle, there's now no more risk involving the slingshot at all. The Prophet will get here eventually, and as long as I avoid Masonry, he'll be good to pop Civil Service.
With my effort bent towards that wonder, something had to give in the early game plan, and that something was scouting. I'd needed all my units for garrison duty, and now needed to put out settlers ASAP.
My first settler just went east blindly, escorted by a skirmisher while the capital trained a replacement. He just had to settle whatever land he could in the direction of my opponents before they got there first.
I should be able to keep control of that Oasis tile. If that cultural border on the right is England's capital at the 150 level, and the left is a new city still at the 0 level, both cities still need two expansions to reach the oasis tile, which will give my city time to establish cultural control. Djenne here, like my capital, did a worker first.
My next research was Writing on the way to Code of Laws, which finished in 1000 BC along with my second built settler. Code of Laws would be 37 turns to research, but the Prophet wasn't due for another 50, so there was time to first stick in Pottery so I could get some cottages going. Timbuktu had leveled off at the happy cap of 5, where it would stay until we either settled the furs or got religion or Hereditary Rule.
So here's City Three:
Obviously this is going to be a military factory, starting with a barracks. I debated over its location for a little while, but picked this spot to maximize the hammer output while not losing coastal access (since the Heroic Epic works for building boats.) One further east would've gotten the same resources and better spacing for me to later keep that barbarian city, but would trade four hammer-producing land tiles for a tundra and three water, which is hardly helpful.
Timbuktu put out one more settler, then double-whipped its granary. My original worker set out towards Kumbi Saleh, while Timbuktu trained a replacement for itself.
I sent one skirmisher poking around in the north, and he discovered something interesting:
Fish and Clams (already netted for me) and Copper... This could actually be a worthwhile city! And it's only defended by warriors! Could that Skirmisher do it all by himself? Well, he's got 2 experience from another barb kill on his way there. He makes his first attack at 82% odds, thinking to save the promotion for quick healing after the combat...
And he wins FIVE STRAIGHT rounds! And even gets 3 XP out of the deal, putting him at 5! Now, I know how to promote an archery unit with a big strength advantage that's going on offense: Drill 2.
His next fight is against a just-produced archer that attacks him on the hill, and he wins cleanly again. Then he attacks the city again, knocking out another warrior and advancing to 9 XP. Now he needs a few turns to heal. I bring a second skirmisher up from Gao to cover him, but the Drill guy wants to get one more kill to make 10 XP to qualify for the Heroic Epic. He gets that kill, against a warrior that attacks out of the city, and promotes to Drill 3. But he's got a problem... by the time he heals from that fight, there's a fully fortified archer in the city, and the game says he's got 21% odds of winning. I'm not rolling those dice, so that skirmisher just sits on that hill until some axes can get over.
OK, so I mathematically understood the relationship between lots of first strikes and combat strength, the one only being good when you've got lots of the other, but now I'm having it demonstrated to me for real. Instead of messing around with Drill promotions to slay warriors, that skirmisher would've done better by realizing that a defending archer was inevitable and promoting to Cover instead.
So many turns later, in 325 BC, research on Code of Laws finishes, giving me Confucianism. The free Confucian missionary presents an interesting choice. Do I use him in my capital to raise the happy cap there, or do I send him abroad to try to get a state to convert to the religion?
Well, let's consider my two neighbors, Hatty and Victoria. I'd certainly like to make friends with at least one of them. Victoria founded Buddhism, so it'll be harder to get her to convert my way. Hatty is officially Jewish, but only in one size-1 backwater city. If I spread Confucianism to her capital, she'll probably convert. The clincher is that Hatty's favorite civic is Hereditary Rule, which I'll be in for quite some time with prioritizing Monarchy and passing on the Pyramids, so it should be easy to make friends with her.
Unfortunately, my missionary gets to Thebes, and finds that Judaism got there just before he did. He spreads Confucianism, but now that we're different faiths, Hatty doesn't like me enough to convert. Ugh...
Anyway, a couple turns later, the Great Prophet from Stonehenge is born, and lightbulbs Civil Servhuh?
Oops. 
OK, research Polytheism, THEN lightbulb Civil Service.
That's better. Although I would actually wait a few turns, until the Prophet's contribution plus my beaker production for the turn would finish CS. That's because the Prophet's beaker worth actually went up by a few as my cities grew, so may as well micromanage those extra few beakers.
And so, even with a somewhat clumsy CS slingshot, with several diversions off the tech beeline, I still arrived in Bureaucracy in 100 BC.
I did that without ultimately losing too much ground in the land-grab, either.
And also this turn, I finally got a City Raider axe up towards Gaul, who became a City Raider 2 axe when an archer stupidly attacked him out of the city. He lost his 60% odds fight, but dealt enough damage for the Drill skirmisher to finish it off. I kept the city, as it would make for a splendid fishing town with two seafood resources (that the cities back home seriously needed for the health, too.)
And against the other barbarian city to the east, a suicidal axeman who was intending only to soften up the CG2 archer in the city, instead _won_ his fight at 20% odds. (I didn't get a picture, and just razed that city to make room for my own with better spacing.)