When you are allies with others, do not build a market to avoid giving them resources.
To have a better chance of winning, build more than one base. Enlarge the base you start out with, making it completely fortified with at least two castles. Then, 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.