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Yeah, it's unfortunately more of a crapshoot than I would like.  The map generator tries very hard to put you in a fair (in fact the best) starting location, away from AI.  But the very unpredictable nature of the map generation might still mean you have a good starting experience on one map and a bad one on the next, especially because you have to choose to start exploring in some direction without knowing yet which direction is best.  There might be a beautiful valley of resources right behind you.

I agree about the snowballing, of course.  The start is crucial.  I feel the same way about every 4X game I've played, so at least I think we're still in good company.

I'm committed to the random nature of the starts (as opposed to, say, scripted or mirrored maps), but I agree it's sometimes frustrating.  If I haven't built my first town in 50 moves, I often start a new game.  The game carefully avoids any real penalty for starting anew.  Start over all you want.  It's another upside, I hope, to a game that takes only minutes to play.

Strategies:

• When exploring, step on hills when you can!  You see farther from hills, which helps find crucial resoures.
• Make sure you get 2 science quickly, while continuing to explore, and use those immediately to Detect any key resource you're missing.  Just remember you still need another science at some point to unlock Town building.
• The map generator always starts you somewhere near a science resource, so if you don't find it right away, consider doubling back (through unexplored territory)
• This is subtle, but:  If you're ever waiting next to a resource, killing time, use that time to do the Discover Town Building action, rather than wait until you're about to build the first town.  All actions take turns, so if you're going to spend a turn waiting for something, spend it researching/detecting/trading instead.
• Food is (usually) far more common than other resources, so I try to avoid spending a Detect on that.  I figure I'll find some eventually.  I'm only sometimes wrong.  :)
• Standing on a resource will mean you get it rather than an AI standing next to it.  (note: doesn't override buildings, just other AI heroes).  And in fact the AI will often give up and leave if you're standing on the resource they want.

There's a lot more that can help, but I think these are some good basics.  Feel free to sugest your own strategies here!  I find the start of the game challenging, and I'm always trying to optimize my starts.