You can order your great persons to carry out multiple tasks the same way you can order your workers by holding [Shift]. For example, you can order your great scientist to join the city as a specialist ten times, get some techs, and finally build an academy all that with only one scientist.
Cheat Mode
Use a text editor to edit the "civ4config" file in the game folder. Change the "CheatCode = 0" line to "CheatCode = chipotle". Press ~ during game play to display the console window. Type help to display all codes that are entered at the console window.
Don't Sweat the Small Stuff
Hardcore strategy gamers will sometimes want to control every tiny aspect of building up their empire. If this detail-oriented style of play does not suit you, remember to use the game's built-in automation. The computer can be set to handle menial tasks like border defense or assigning labor units to deal with minor repairs, leaving you to deal with the only the grandest, big ticket projects.
Hint
When playing, and after activating the Game.toggleDebugMode cheat, if you press + the technology that you were working towards will be finished.
One Civilization Under God
You can soften resistance at the edges of your domain by making sure that you and your neighbors share the same religion. Build cities in line with nearby religions, or try to convince other societies to adopt your chosen beliefs. The religion feature in Civilization IV is new, and won't affect the entire game, but it can be used as an extra tool to shape your diplomatic efforts.
Carrying out multiple tasks...