I played X-com to the end both "iron man" (no reloading possible) and normally (reloading available), and they were very different experiences. Without reloading available I found I was cautious to the point of tedium. It really dampened the sense of heroic glee I had experienced in my first game from breaking down the doors and sometimes yelling OH CRAP about what I found inside. I would NEVER storm a room unseen on iron man mode, because that would be a stupid unnecessary risk.
The flip side of the issue in favor of iron man play is that there is a heightened sense of danger and consequence, and I suppose "pride" in having done it "the right way". I don't value gaming as one of my "accomplishments", however, so iron man mode changed an experience that I found to be joyful and made it a grind. The results were no different in the end, I won both games. One play style just provided a better vehicle for relaxation than the other, for me.
In Fallen Enchantress, I don't mind the hero injuries so much, but if my starting location is 2/3/0... I reload the map. I want my capital (and my game) to feel powerful and heroic. If I wanted to make myself suffer there are better avenues to achieve that goal than a video game. Many people often say "but the challenge!", however, I don't see many of them playing with zero skill picks on impossible in iron man mode. In my mind one of the main goals of game balance is helping achieve a state in which a game is challenging but reloading is simply unappealing. That means the elimination of cheesy and overpowered methods (to maintain challenge) and also the elimination of random uncontrollable catastrophe (99% of people will reload).
To address the OP specifically about the original topic:
1) Expand quickly, like in almost every other 4X game, but be careful of dropping a city next to a (to steal a term from forum poster Tuidjy) Big Beasties. Most monsters will stay near their lair... unless their lair is encompassed inside a border in which case they will be "set loose". If any monster wins the battle against your city the entire city dies. As cities grow, their border grows. You see the issue, I'm sure.
1B) Get a Big Beastie clearing stack as soon as possible. This is often your Sovereign's stack. Cannon fodder is necessary for this stack.
2) It will be difficult to build every building in every city. Because of this, it's important to specialize. You want a city (Fort, usually), which focuses on production, pushing out grunts (leather clad spearmen, typically). Another city focusing on research, etc.
3) The AI hates you if you're lower on the power scoring than it. That's diplomacy in a nutshell. I don't know everything that goes into your rating, but I can tell you that number of cities, and especially troop strength are important factors. If you want peace, you have to maintain (theoretical) military parity.
4) Protracted wars are bad. Keep the peace if possible, get a killing force together and kill an AI decisively. This will gain you territory, and make you a less desirable target to other AIs.
5) Your Sovereign and Champions are best as leaders of individual armies. Experience is divided among the champions in an army (slowing their advancement considerably). High level champions of any combat specialization are a force to be reckoned with, and you want them asap.
6) A city with high potential production and high essence can make incredible troops. Use the essence to put city enchantments which buff troops (+1 defense per essence enchant, etc). Combined with other Fortress buildings even your SCOUTS will be tough.
7) Things which I believe to be strong in the current build in no particular order are: The Arcane Monolith spell, Kraxxis (race) dodge stacking combined with the Death Rank 2 spell blindness, Death rank 2 + Water rank 2 spell Horrific Wail, Ceresa's personal sovereign spells, the city spell Gentle Rain (2 ranks water + 2 ranks air), the starting pick Wealthy. There's more, I'm just running short on time here.
8) Set your tax rate to NONE before you do anything on your first turn. Don't raise your tax rate until your stored gold hits 0. While your city population is low... you get almost no gold, but you still get the 22% unrest (inefficiency) penalty for having a tax rate set above none.
9) USE city enchantments. Essence is very powerful and flexible in this game. Get city enchantments going from turn 1, and modify each city's enchantments according to it's assigned role. (combat city enchants on grunt city, research, production, etc)
Alright. I'm out of time, but this is probably so long most folks won't have the patience to sift through it anyway, so good enough. Best of luck and welcome to the game. It can be modded into something quite amazing.