The best way to win quickly is to build a somewhat direct path to the exit (not many path choices so that they don't go wandering) and with bags of gold every 3 to 4 spaces (that way they stay longer). From there just try not to have your guys die and get good items.
I find this game slightly flawed in that you can use any flying creature with a missile attack and potentially never get hit. This is because when you are flying either up or down and fire the missile, it also goes up or down, potentially striking the enemy without him ever knowing (because he has to be at eye-level for you to see him). Because of this I found and beat all of the dragons without them ever noticing me.
Wow you guys need to see Dr3amcoils music he made, it's a few pages back but it's really good. But I suppose I'll post it here: www.team-atemis.com/notessimo/saved/201031620056250268.am THIS IS NOT BY ME