civ4 is a pretty accessible and intuitive game, but at the same time you can micromanage it pretty hardcore; it's playable for both casual gamers and hardcore strategy fanatics.
Beyond the Sword is totally worth getting, it adds a few checks and balances to the new stuff in Warlords, and adds a bunch of cool scenarios and the like. If you do get it, though, I recommend that you turn off the Diplomatic Victory option unless if you want victory to go to the one who beelines to the Apostolic Palace the quickest in the medieval era. I usually turn this off anyway though as even if I gain a diplomatic victory it's completely unsatisfying.
And yeah the AI will gang up on you pretty quickly if you don't have strong alliances with other countries, and if you have something that they want. I find that you have to consistently be very aggressive to win a game of civ, which is hard for me.
I usually play as Ragnar, FDR, or Augustus.