(Note: In the interest of full disclosure, it should probably be mentioned that, at the time of this writing, the author has lost three consecutive games in so many weeks. But that's only because my best-friend is damned lucky. Also, if you don't have the slightest idea what I'm talking about, I pity you, for you do not know Settlers. The Settlers of Catan is one of the finest board game ever made. See the rest of this node for more details.)
Above all, Settlers is a game of constant strategic choices and manuevers. What this node really needs is some tips on general strategy and tactics. Allow me to offer a few of my own which, at least in my experience, should help you stay on top of your game...
1. Don't trade with someone with 7 points or above. Just don't do it. I mean it, don't. The person that's in the lead can make their own resources when their turn rolls around, that's how they got the points in the first place. Stonewalling is usually the only effective way to slow down another player long enough to catch up yourself.
2. Count on the worst case. You should always assume that any unplayed Development Card is a victory point waiting to happen. If you have 6 points, and another has 5 points and 2 Development Cards, they're probably already a step ahead of you. Remember that Dev-Cards follow the same rules as ninjas: the longer they quietly sit on the sidelines, the more likely they are to be really really nasty.
3. Choose your path wisely. The two points you get from either Longest Road or Largest Army make a huge difference later on. However, it's unlikely that you'll be able to take and hold both. That said, it's a good idea to pick which path you'll follow right from the beginning. Lots of roads and settlements? Or lots of development cards and cities? The only time you'd really want to switch from one path to the other is if the first Dev-Cards you pick up are "Road Building" or "Year of Plenty", since both make great weapons in a race for Longest Road.
4. Moderation is the key to happiness. The conventional strategy of Settlers is to begin by focusing on Brick and Wood in order to grow quickly, and then transition into Grain and Ore later in the game to build cities. The counter-conventional strategy is, not surprisingly, to do just the opposite, starting with Grain and Ore and then switching over to Wood and Brick. IMO, however, both of these ideas are flawed, since the transition itself is often expensive. I like to make sure I've got at least a toe-hold on every resource, and build up a balanced hand. Nothing hurts more than realizing, 10 turns in, that you're completely cut off from a suddenly vital resource.
5. Don't forsake the desert. The desert tile isn't just a hole in the map. You can use it for other things. For instance, since no one is in any particular hurry to put settlements there, the desert is an ideal place to loop a road. Also, depending on its location, the desert can be used to block off wide swaths of land from an invading player.
6. Play it cool. Don't get too preoccupied with doing something on every single turn. Instead, plan a few turns ahead, and just do your best to get there. Trying to build a structure or force a trade on every turn has all kinds of negative side-effects, all stemming from the fact that you're ticking people off by slowing down the game. Other players will be less likely to trade with you (and more likely to rob you) when their turn finally rolls around.
7. Race for the coast. Ports may not help you right away, but they become critical in the endgame. Even if you can't use a Brick Port, someone else is bound to want it; block them off with roads.
8. Where you sit *is* important. If all other factors are equal, you always want to trade with the person on your right, never with the person on your left. Simply put, the longer it takes someone to use those hard-earned resources, the better it is for you.
9. Play your Soldiers before you roll. Yes, you can do this, says so in the rules. Still, some players reason that, with any luck, they could roll a 7 on their turn and thus save their Soldier for later. Believe me, this is a Bad Idea. As we all know, Settlers dice have been imbued by evil German warlocks with the perverse magical ability to screw you over. Play your card now, fool. Save your luck for later.
10. Avoid trying to monopolize the best tile. Picture this: There's three Ore tiles on the board. One of them is a big, fat, juicy 8. The other two are 11 and 4. The gut reaction of most players is to jump on the 8 and dig in. This is a recipe for disaster. A cunning player will do the exact opposite, quietly taking over the 11 and 4, for this reason: an 8 on Ore is robber-bait to the extreme. While the first player spends 3/4ths of the game with the thief permanently fused to his Ore supply, the smart player suddenly finds himself the sole purveyor of a very rare and valuable resource.
11. The Good Shepherd Gambit. The one exception to the previous strategy is if, by chance, the three Sheep fields are located within close proximity to the 2:1 Sheep Port. By some cosmic force of nature, Sheep are the one resource that everyone always forgets about until they really need it. All but the sharpest players will be more than happy to let you "waste" your starting settlements trying to monopolize the island's wool supply. However, this makes it all the sweeter when you start construction of your vast, soft and cuddly empire! The glorious roads and sprawling cities made entirely of sheep! Variants of this tactic are possible with Wood or any other resource, but are always much more tricky to pull off. Furthermore, the sheer comic potential of Sheep cannot be understated.
(SHEEP! SHEEP! SHEEP! Sheep make you Strong! Strength crushes enemies! SHEEP!)