Sid Meier's Colonization/Units

You need an Armory to build Artillery and Shipyard for ships.

Costs in Europe:

Initially cost of Artillery in Europe is much smaller than cost of the ships, but it gradually raises. In the colonies Artillery is relatively expensive compared to ships.

I used to think that fortresses full of Artillery are the way to fight the Royal Navy, but I was thinking in terms of early European prices (Artillery for 500-1000 gold, Frigate for 5000 gold), and assumed that colony prices have similar (10:1 - 5:1) proportions. They happen not to, and Frigate costs about as much as 3 Artilleries (8:3 in term of hammers, 5:1 in terms of tools).

Frigate attacking a Man'o'War has reasonable 50% chance of winning (16+50% attack bonus strength against plain 24) and is mobile, so it can protect a few colonies.

A lot of Artillery in a Fortress has higher firepower, doesn't get damaged in case of a loss and protects against land attacks as much as against naval attacks, but you need to build those Fortresses everywhere (or at least Forts), and you need a lot of Artillery in *every* coastal colony, because it's extremely immobile (only 3 squares per turn on roads, and it's very vulnerable in travel, use a Privateer or some other ship to transport them if you can).

Making Artillery is still probably a better idea than building Frigates, but not by as big margins as I once thought.

Building Galleons and Privateers is a good idea, unless all your Carpenters are too busy with their buildings (during development of the industry you need so many buildings that you're very likely to have too few Carpenters)