Think fast hit and run attacks. Celts combine their speedy infantry with the pumped up siege units. Celtic siege machines fire 20% faster and infantry move 15% faster. This allows you to steadily pour your units in some faraway battle site to guard your siege. All attacks on the enemy must be made with siege engines with this civilization for maximum effect. Celts aren't anything special in the defensive end though, so keep proving the dictum: "a good offense is the best defence."
Speed is what the Woad Raider is all about. This sturdy infantry has more attack points and is good for swarming attacks against enemy fortifications. This unit has the speed to chase down enemy archers, and the low cost allows you to make hords of them. Try to use the woad raiders in great numbers or else they will be cut down.
The Celtic tech: Furor Celtica, further strenthens your siege unit by giving them more attack points. Research this tech as soon as possible because you could really destroy the enemy faster that way. Use a lot of scorpions and onagers in the army. They are a better buy after this technology is used.