Another thing is to note is that the highest ROI generating properties are the stations, if you can get a monopoly on them. The surest way to win is to just get the orange and the transport monopoly, and the game breaks down because you are earning far more than any other player can.

I try to focus on one of these groups at the early game, and add the other one as soon as I can. Unless I'm playing with good players, in which case I need to hedge bets and maybe go for a Red. I rarely, if ever, go for anything above Red (So anything on the second half of the board).