regular 6-lb-ers don't necessarily upgrade all that fast - I've had them hang around for months and months.
12 lb are effective short range (i.e. defensive) and 20-lbers/Rodmans long range (both defense and offense), so mix them. Again, there's a thread on this.
How many arty per division? I'd say two, unless you're in the wide open country in good weather, in which case four. Only the Union can realistically accomplish this for every division. (another thread on this, but see the Frontage discussion for nuts and bolts).
Yes, Siege guns WILL slow you down. But there are tricks and ways around this (without being gamey).
Gatlings are great, but not THAT much different. They are best on defense (check out their range). Don't let the Rebels capture them! One for each of your best divisions, best commanders, on the front and likely to be attacked should do the trick. I always build them ALL immediately.
Militia is good for garrisoning those rebel cities in the rear that the Union has taken, but can be taken back by early cav if not garrisoned due to loyalty to the rebels. Stick them inside the city where marauding cav and Indians have a harder time getting to them. Sometimes building militia on the first turn can save a Harper's Ferry or Manassas, or Jefferson City, but they're not worth much in the long run.
No matter how much you learn, you soon find out everything you know is wrong.
