When I played it (4 people game), I would win relatively often initially (before other players started copying my strategy). My strategy was just to buy everyth

When I played it (4 people game), I would win relatively often initially (before other players started copying my strategy). My strategy was just to buy everything I landed on except utilities and rail stations - I would only buy a utility/station if I wanted to stop someone else from getting all of them (which typically happens much later in the game and often doesn't happen at all) but mostly I would use it as a bargaining chip to trade it for a normal property to complete my set and start building houses (utilities and stations are just bait; you let others complete their own utility/station sets and in the process, you get to complete your own regular sets in the process and build houses). I never understood people who said that utilities and stations were the best things to buy... You can't build houses on them and they earn peanuts unless you get all of them, but even if you do, they still don't yield much compared to lands that have some houses. Also, through trading, it's difficult to get all the utilities/stations without giving up something even more valuable. It's foolish to accept a utility company or station in exchange for one of your regular properties because it will allow someone else to get a complete set and they can start building houses - Once they do that it's game over for you and every other player.