Daedalus1138: It was incredibly slow, had no build queue, and your guys wouldn't attack the enemy unless you selected your guy and clicked on the enemy. I was annoyed and finally gave up, going to AoE II instead. Unfortunately, I had a hard time getting into the game because of my experience with the one before it. So I stopped playing and haven't touched it until yesterday.
Rondel: You can speed up the game in the options. Rise of Rome expansion adds building queue to the game. Units defend themselves when attacked, though it's true that you have to command your units if you want to attack. I thought that it's pretty normal thing in RTS games.
Check if you have Rise of Rome installed. It adds many important things into the game (new civilizations, double-click selects all units of the same kind, higher population limit etc.)
Also don't forget to install 1.0c patch for original game and 1.0a for RoR.
Check this site if you want more information about AoE:
http://aoe.heavengames.com/
PS. You should start playing Egypt campaign, because it's easier than rest. I know that you got burned with the game, but try to play it with RoR and higher speed setting. It should make the game much more fun to play.
I think my biggest problem was going from the AoE II demo to AoE. I guess I had certain expectations and they weren't met with the first game. I'm not going to ignore it forever, though. With your suggestions (thanks for those, by the way) and a little personal motivation, I'll probably try it again someday. For now, however, I'll be content with AoE II.