One really painful thing about the Empires tree is lack of access to materials, you don't get that +4 materials building, so unless you're lucky enough to find wood you can struggle with materials. It pretty much forces you towards using the big beasties, umberthingies and devils, as they cost gold only (lots of it).
I've become a big fan of pumping points into movement at start-up and early levels (organised, tracker), and charisma at start-up to help early recruiting of heroes - the bonuses they give are powerful early. I take enchantment as the only spellbook to be able to cast the small city boosting spells early, and basically use my hero to pick up level 0 locations and ferry the army around. Equipment boosts his combat sstats enough later, use him as an archer if nothing else
I hope that mechanic changes at some point, it really slows things down to have to head back to town constantly. Also 1 hit point per turn as units progress in levels is extremely slow, it needs to scale with with their experience level or something.
You'd need to use Impulse to download patches and updates anyway, so why not just buy digitally?