Save resources
When you are allies with others, do not build a market to avoid giving them resources.

More bases advantage
To have a better chance of winning, you might want to build more than one base. Enlarge the base you start out with, making it completely fortified with at least 2 castles. Now, send a scout cavalry, or some other fast moving unit, to the opposite side of the map from your base. After you have checked the area and confirmed that it is safe, send a villager to build a castle at that location and fortify that base. This is very helpful if your enemy knows where one of your bases are located, especially during online play.

Tip
When gatherring resorces, pause the game after you get 100 more than you started with, after a few minutes, you will have 10 times more.

Build faster
Aegis

Age of Empires II (PC)
Cheats for Food, Gold, Stone and Lumber
All you have to do is press enter and type the following cheats

Name of Cheat - Cause

cheese steak jimmy's - Gives you 1000 Food
lumberjack - Gives you 1000 lumber
rock on - Gives you 1000 gold
robin hood - Gives you 1000 gold