For villages it is best to use those from the SELFRA submenu. Using those from the Nations list is also cool, just keep in mind that neutral dvellings, markets, towncenters, academies,... can be destroyed later in the game (yes, I've tried). Though I wouldn't know if neutral mines can also be destroyed, haven't tried that yet. Buildings from the GORAUS submenu can not be destroyed later in the game.
Roads in towns eh? From my experience it's try and try again. I know there is an option to overlay the map with a grid, but I don't know if this has anything to do with making road systems for towns or something else (I suspect it's the latter). Daddio and EbelAngel should know more about that.
For deleting sprite objects from CTRL+F8 menu you can use Erase Trees & Stones option.
Make terrain, place villages, town, extractable rocks, complete road system, blocking options, before you paint the terrain with textures. From my experience it is best to have road system completed before you paint the terrain.
You can go to the CII Skirmish Maps list and download my map called Dogs of War. Download it, copy the file from the Missions/Skirmish folder into the Designed folder and then run it through the editor. It should give you a good idea of what and how and where. That's what I did with all the ingame skirmish maps to give me a better idea of the editor. Plus the Tricky tiger's Editor Manual was of great help.