It's not so much practice as the fact that if I have two continents, one gets dominated (mostly by Gilgamesh, I've noticed).
Try war by proxy, perhaps, enable advanced diplomacy and send the countries near the expansionistic ones military units or techs. This will also make them better disposed towards you, and if you sell the units, get you some sweet cash.
Also, an important note about military in general: once you get to gunpowder artillery (falconets, organ guns, ribauldequins and so on), spam the shit out of those. In my african game, mentioned earlier in the thread, I struggled to take the Malgasy city in Turkey for quite a lot of time, because my military would ALWAYS get devastated quickly by their troops. I spammed ribauldequins and some cannons, with a couple of Musketmen for support and managed to take it eventually.
Also, from other news, if you built a hunter unit early and gave it the Hunter promotion, they can become redunkulously powerful (one of mine has level 30, with Combat V, March, and a number of other promotions, and is able (as a Big Game Hunter) to take on Arquebusiers and end up unharmed.