I'm not sure if there is any limit on the amount of nukes in Civ 4.
Some advice, watch your diplomatic relations!
Who you're friends and enemies with can really make the game turn around. I've lost a few games just by not paying attention to how my trades were effecting my competition.
Also, when you're looking to build new cities, location location location. Always try to build near as many resources as possible. Rivers are the life of the land, stick close to them. How far the city is from your capital/palace will effect it's maintenance cost.
Wonders are also very important, it's a constant race. Once you learn the effects each wonder has you'll want to plan out ahead of time how to be the first one to build it. For me, building the Great Wall is always one of my first priorities.
You can earn a lot of money by founding religions. Make use of any Open Border treaties you have, and pimp those missionaries out to friends and enemies alike. Then use a Great Prophet to build your religions unique building.
It's definitely a great game, pick up the Beyond the Sword expansion pack unless you already have it.