How is this game intended to be played?

I usually play with a pint of Guinness, in the early game, moving on several more in the mid game, to reach an unconscious endgame.

Its good that you can get 3 heroes.  There are some people who cant even get one. 

Your sovereign should be out getting exp with your other heroes...and should not be straying too far from home.  Try not to wake up any big monsters early, And note there are some 'teleport' spells that will move you and your army to any owned territory.

Used to be my strategy. But remember the exp is shared between your heroes so the more heroes are in one stack the slower they will level up. I'm starting a new game with one hero per stack with 2 melee and 3 range units backup, work quite well so far. Hero level way faster this way.

Thanks for the tips guys, I did not realize the XP sharing with the sovereigns! I let this game sit for 2yrs before playing it Now I can't wait to pre-order Heroes.

I'm going to pop back in and give it a go. 

I would say early game have a champion in the stack with the sov.  Slowly build up trained units until you can safely split into multiple stacks with a single champion leading each stack.  I usually try to get my champions to level 5+ before I set them off on their own.

I usually try to level up my heroes separately, ending up with 2-3 high level heroes (rest becomes governors or just idle at some point).

I spam rather lots of trained units, early game I just spam what I would classify as "Meatshields".. super easy to train, cheap wage, crapshoot units. The meatshields helps my sovereign take down various semi-tough monsters by taking most of the damage, and dealing low-moderate damage back.

Midgame is where I start seeing a slight amount of unit variety off trained units, since I will have archers, spearmen and mounted somethings.
My archers usually cost little metal or crystal, focusing on having "solid" but cheap archers.
Spearmen is usually leather-armoured spear-wielding units, costing no or little metal.
Mounted Something's... I usually max out a few units with top of the line items, chainmails for example, swords or spears and max out the traits.

Rushing out to find many heroes is never a bad idea, problem is always defense, I recommend you rush out with cheap cheap scout units, and keep your sovereign and trained units within "reasonable" distance of your cities, getting the road tech is a real boon to defense, since this will make each city interconnected and able to defend eachother with much more grace and ease.

I usually get 2-3 civic techs, then 2-3 warfare techs, and then I get road technology and grouping technology.

From there its just more units, more cities, more heroes.... MOAR!

Sincerely
~ Kongdej

Thanks for all of the tips, those have helped tremendously. Another thing that helped me was lowering the difficulty. I didn't know there were 2 more ticks below Easy. Beginner and Novice!

I like to sit in my chair wearing only underwear while i chug diet coke so my kids (2 girls) refuse to come into the basement. Saves my computer time and my diet soda. I prefer running spellcaster sov's while leaning towards kingdom instead of empire - i really like the life spells.

Occasionally i play with empire. I made a custom empire faction with henchmen, shard binding and a beast tamer sovereign with enchanter. I felt dirty and cheap.

I take the wealthy trait and spam pioneers. I work on economics first to get a good level of income and reduced unrest. Then I churn out the better quality units instead of the trash you start with or can design early game. Also don't let them kid you getting to longbow archer units takes a lot of time it's certainly no "early" game tech. Some of the best early game archers though are the ones you get from doing a quest.

I also like to keep my sov and champ together as there's PLENTY of stuff on the map to level them up together and splitting them you're still SPLITTING the XP on the map between them. Also, get a Beastlord champ or make your Sov into a BeastLord and rush around the map looking for CAVE BEARS and ROCK SPIDERS to tame. These are awesome EARLY game grabs and they can beat just about anything after that. After you fill your army with those you'll want to RUSH +1 unit to your group so you can get to 9 units as quickly as possible, but, of course don't neglect other upgrades along the way.

One important rule when you discover new settlement spots near the AI. Don't clear out the monsters until your Pioneer gets there to settle because the AI is a coward and just as soon as you clear out those monters it will rush a pioneer out to settle or build an outpost and keep you from settling.

Once you get a powerful stack and feel at least your capital is comfortably safe then start to powerdrive those AI's with 1 or 2 settlements. It's pretty much a steamroll and then you'll have more than the highest AI if there is one or two that are ahead of you in settlements.

Buy a war between the two top factions if you can afford it (usually wealthy trait gives you enough money for that). While they are fighting it out makes it easier for you to get in there and get those easy cities from the weaker factions.

If you want even more power pick the trait that allows you to build huge spiders from your cities.

To me Ranged units are the most powerful units on the map when supported by a few fodder units to delay the stupid AI getting to the Ranged units. They really need to program at least a PORTION of the enemy combat team to go for the Ranged units and QUIT WEBBING THEM as they aren't likely to move anyways.