I'll keep this short. Age of War 2 is pretty easy, especially compared to the first one. It has more variations in unit behaviors between each age, more upgrades, and an utterly predictable AI. This opens the door to a lot more game balance exploits that make AoW2 a breeze, even on Insane difficulty.
Here's my trick: Infantry, Support, Support. Build nothing but these three units, over and over again, and you will triumph. Say it with me: Infantry, Support, Support.
Start by buying the four basic upgrades of Infantry Armor, Infantry Damage, Support Range, and Support Damage. Make a Clubman and two Slingers, then wait. The AI likes to sucker-punch you right away with a Meteorite Rain so let this die down before you build any more units.
Let the enemy units get really close to your base, then quickly build nine units in the same pattern. All of your Slingers will start chucking rocks at once, decimating the enemy. This should make you enough gold to buy the next Support Range upgrade. Keep building units and watch your money grow.
The AI will evolve to Spartan Age before you do. When the scenery changes, watch out. Keep building units but DO NOT buy more upgrades yet. The AI celebrates each evolution by unleashing another storm of death that will probably wipe out all of your units. If you don't have some gold saved, you're screwed. Once the storm passes you can go nuts until the AI evolves again.
As soon as you have 1500 gold (plus a little extra for safety) buy the last Support Range upgrade. Now you will pretty much always have three Support units shooting at the next enemy in line. Your next project is to max out Support Damage, then Infantry Armor, and finally Infantry Damage.
Once again the AI will evolve to Egyptian Age before you do but you'll notice that you're catching up. Egyptian Age is also known as "Christmas Age" or "You Win Age". At this point, STOP evolving. Egyptian Priests are far, far better than anything the next two ages have to offer. They are a menace when fully upgraded.
Just remember: Infantry, Support, Support. Keep your queue full, upgrade when you can, make sure you keep back 1000 gold or so to survive a death storm.
If you haven't won the game by the time you rack up 31000 XP, go ahead and evolve all the way up to the Modern Age because those guys rock pretty hard too. The AI will probably be stuck in the Renaissance Age and you will tear through him. Congrats, you win.
you can buy the blocked unit without the upgrade. I did it in the era with the cannon and the mages. I think renaissance and medieval, but I think it might work in others. I don't think it works on the first one though.