Then, as quickly as possible, capture sulfur and mercury (you need a lot of mercury for high-level units).
I try to develop to liches by the second week, then we accumulate resources for a capitol and defend the castle.
Instead of vampires, sometimes I build undead and upgrade them to death harbingers as quickly as possible, so as to fight strong mobs without significant losses.
Further, depending on the situation - either upgrade all creatures, or complete the mage guild.