Have a plan! Here are some typical strategies that tend to be successful:
Focus on building a large Neighborhood (of 8+ Residential tiles), with Concrete or Lumber if possible. Just be careful to have enough money for Disasters!
Try to get the Industrial tiles that produce the Goods required for one or two of the luxuries. Pick up only one or two Residentials and keep them away from the Pollution.
Double down on generating lots of money throughout the game, and find a way to produce or purchase Steel in the 2nd Generation so that you can construct a Treasury.
Tiles are always passed to the left, so you should try to avoid pursuing a similar strategy as the players on your right.
You may not always want to pay for Disasters, even when you could. Sacrificing tiles like Pawn Shop and saving your money might be better in the long run. Just be careful about cutting off tiles from the City Center.
Consider your starting Raw Good when settling on an overall strategy. Stone or Wood pair well with Residential and Coal or Ore pair well with Industrial strategies.
Try to avoid all of the scoring penalties by having at least two Residential tiles and a Power-generating tile, and placing your Residential tiles far away from your Polluting tiles.
Commercial tiles that require a Processed Good (such as Gold) are very strong even when they do not directly support your strategy. They tend to be worth a lot of money, and having cash gives you a lot of flexibility and safety from Disasters.