Focus on trade and culture, get the culture cards that let you destroy buildings and the Gunpowder tech, and go to freakin' town on their buildings.

The point is that there are many paths to victory.  If the harbors are gone, the trading post is a good way to tech and culture up instead.  Then you can use culture events and resource abilities to hamper your enemies.

I agree - you are missing the alternative strategies to military.

Don't forget about trade. Make alliances, work together. Think laterally. Make your own "UN" - make non-binding promises to prevent people building it. Don't forget you can trade one non-binding promise for another (e.g. don't attack me for x turns and I'll give you this culture card at the end of x turns [on the trade phase of course], use language like trust me you will want it, where appropriate). You can always change a promise (they were non-binding after all). Try not keeping them and see what happens (you might find this affects future games).

If everyone elses strategy is military, I would have thought this would make it easy to open up the other strategies.

I am OK with the idea of hard limits on buildings and resources (its one of the things that makes the game fun and challenging). My big problem with the market board is that the number of buildings and units available doesn't scale with the number of players in the game. In a two player game, you have two players with a max of 6 cities total having access to the same number of buildings as 4 players with 12 cities total. We played several 2 and 3 player games and didn't really have a problem with two many buildings being depleted (although it did happen a few times). But in our first 4-player game, all of the Trade Posts, Harbors, Granaries, and Workshops became depleted within two turns of the first person building one of those buildings.

I honestly don't think there are enough buildings for a four player game. The number of buildings currently in the game seems like it was only balanced for a 2 or 3 player game.

That's my two-cents.