As Naples you need to choose between:
A)
North Africa Option: Attacking Morocco early and then after defeating
Morocco, moving through Egypt and into Turkey. The big advantage with this strategy
is that you will be fighting armies with poor troop types until you have a big
enough base to take on anyone. The big problem is that your base in North Africa
is not actually part of Naples so you cannot build troops there at a reasonable
cost. So you will need to ferry them over with your Navy which means a weak start.
It also means that Naples is vulnerable to invasion from Italy.
The keys to defeating Morocco are naval supremacy and avoiding mathematical battles except when you have numerical advantage on your side. This is because your troop type superiority only really applies in a Sim battle and not in mathematical battles. This means that you will need to avoid battle until you have a force of well over 100 battalions to either force a Sim battle or ensure you win easily in a Mathematical battle if Morocco selects 99 battalion armies. It also means that after each major Sim battle victory you will have to retreat to a barracks (which probably means build a new one in an unlikely location) to repair your losses (so always keep a good reserve in your account when battle threatens).
After defeating Morocco, you will need to rapidly transfer your army
to Turkey. This means that you must use a small army at an early stage to
prepared a route through the neutral wasteland to force march your army
through. It also implies that early on you should take Egypt, including
its ore mine and trade city. Such early conquests will also keep your
army out of danger from Morocco until sufficient strength has been ferried
over.
B)
Attacking Italy: The main factors here are diplomacy and your skill at
Sim battles. If you know you are good at Sim battles, then you can take on Italy
in an early, winner takes all battle. If you are a novice or average at sim battles,
then such a battle must be avoided since Italy has slightly superior troop types.
Avoiding such a battle is all about diplomacy as you will need Italy to be engaged
with another power as well as with Naples.
C) Permanent Alliance with Italy: This option can be part of option A (ie Italy secures your rear for your attack on Morocco) or it can be a third option whereby Naples armies strike through Italy to another country. Such an option is all about trust between Italy and Naples as both countries are open to a devastating betrayal.
Diplomacy
Diplomacy is of course critical whichever strategy you follow.
A) The key to strategy A is to convince Italy that your are a dogged opponent who will not drop even if Italy conquers mainland Naples. The key point is to push Italy into selling their Navy to you (after all why would Italy want to hold on to these ships ?). This will mean that you have a large enough Navy to threaten invasion even if Italy takes the mainland. It also means that without a Navy, Italy has little chance to take Sicily or Sardinia so that Italy stands to gain little except a long term threat of invasion. If Italy refuses to sell you his Navy at a reasonable price, then that will almost force you to abandon this option unless he really gives you reason for trusting him and you can get the ships elsewhere. You should also use diplomacy to ensure that no one fights you for Egypt.
B) Duplicity (ie pretending to go for Africa) is one option for B, but not one which can be recommended if you plan a long career in Austerlitz. So Option B, really means persuading one of France, Austria or Confed to join you in taking out Italy. This will require all your skills of persuasion !
C) Permanent alliance with Italy is all about building trust with Italy. The keys to building trust are very frequent and extensive communication and forming a joint plan for action that clearly motivates both of you.
Economy
It is fairly easy for Naples to build a small balanced economy by taking the ore mine in Egypt. By the end of May 1808, you should have: 3 Factories, 3 Mills, 1 (or 2) Mints, 15 Estates, 14 sheep farms, 4 horse farms, 4 lumber camps, 2 quarries, one ore (Egypt comes later), one zinc (in the Far East) and one gold mine. After this, further growth will depend on conquest !
Brigades
You should build battalions in approximately the following proportions:
35% Gr
10% Rm
20% Cavalry (all Cu if fighting Morocco/Egypt otherwise 10% Uh, 10% Cu)
20% Light Artillery
10% Militia (configured into 2 battalion brigades for conquest and garrison)
5% Pioneer (for trenches when outnumbered)
Cavalry and artillery are heavy to ferry but they are vital to defeating Morocco and Egypt with their strengths in Siphais and Artillery.
Always ensure you army is fully trained before battle and take every opportunity to replace losses. Remember that wars are won by destroying armies and not by capturing territory so be very careful about splitting your army even when this makes conquest slow. Keep all your main forces in a single army until you have more than 400 battalions. From then on have one or more 300 battalion armies together with a number of 150 battalion armies plus as many 10 brigade Militia armies as can be assembled without distracting excessively from the production of the quality core of the army. Make extensive use of one brigade armies to capture the neutral territory in North Africa.
Ships
Unless you are going to go for the North Africa option, now or later, then you should sell all your ships. If you are going to attack North Africa, then you will need to reinforce your fleet by buying ships from Italy and/or other countries. Morocco has great strength in ship classes 1 & 2 while you cannot afford to ignore these smaller classes. If you approximately double your Navy strength then you should be OK. With regard to ferrying, it is much more efficient to divide your ships into fleets which are each sized to carry one brigade. If you have just one large fleet, then the brigades will pack very inefficiently onto your single large fleet. However all your small fleets should follow identical movements each turn to cover the significant naval threat from Morocco.
Colonies
You need to move your far east Brigades into Burma early on and then take you Navy home. From then on, any conquests in the Far East are a bonus.