Here is my strategy for Lithuania on VH/VH that you definitely should try:
First build your army quickly. The economy can come later. Just mass units until you start going into massive debt. Leave a few peasant stacks to defend your cities in case of attack, and march for Jerusalem. It sounds silly to do this so early, around 5th turn, but it will really impress the pope, which is very important since you are pagan. Make sure to attack the HRE, hungarians and Romans on your way down, kill a few units then carry on. They probably wont attack you, instead they will simply sit around and sooner or later beg you for a ceasefire, which you will only accept for a lot of cash.
If the russians or polish attack you, make sure to add some peasant archers to your defense. In case of siege, they should do the trick. Once you have taken Jerusalem, you have practically won the game. As for the Teutonic order, don't worry about them, they are very peaceful and will probably ask you for an alliance as soon as your troops have left for Jerusalem.
Don't even thank me, just pass the favor on some day
