The below gives an overview of how to do well in the game:
1) Start of game - evaluate which of the 3 main strategies is the strongest and focus on it
2) Early game - get $ and manage $ between developing and settling
3) Mid game - commit to your main strategy's engine building but tactically consider picking actions other than your "main actions"
4) End game - all in on your "main actions" and wrack those VPs
For #1, either focus on Military (get military strength from developments and worlds & pick Explore and Settle often) or Production (get worlds that consume goods for VP & pick Produce and Trade/Consume often) or Developing (develop Investment Credits or Technology Investor & pick Develop often).
For #2, make sure you pick Retreat into Islation often to get $ to buy developments or settle worlds.
For #3, make sure your actions benefit you more than your opponents (e.g. if you have high VP military worlds, you can pick Settle even though others will also get to settle their worlds).
For #4, focus on your main actions (see #1) and get VPs from worlds/consume/development depending on which of the 3 main strategies you are using.