In AOR, very often, what affects you most is not what you do, but what other players have done or will do. Thus try to understand what other players are doing. Keep in mind that in AOR, rewards feeds rewards, and most benefits from advance are gained at the expenses of other players. While it is nice to get religions and exploration early, the late comers will only discover that he buys the advance only to prevent other from cathedral him or see the Far East boxes all but filled. Besides checking other players, it is imperative to plan before hand.
Different objectives require different advances and corresponding action.
Unconcerted effort will bring you the worst disaster - falling behind other players. On the other hand, full flung overall planning is impossible due to the unexpected card play of goods or events. A goods payoffs can allow someone to get cathedral, military can wipe out all your provinces except those number higher than 4, and it is sometimes irresistable to some leaders, like Gutemburg Or Columbus. Plans are so often spoiled that the only solution is to adjust the plan constantly to fit the new situation. You need friends, not only to gang up against the leader, but also to divide the empty provinces early in the game.