But if you have any good hints and tactics, please let me know

I find give up a city give loads of advances then offer an allaiance they will reget it then threaten them that you will go to war unless they do.

I've just beaten AI at Hard level, making alliances with all other nations: Scotland -evil genius-, England, America & Ireland.

Actually, it was not so difficult to become a Scotland ally, but it was much more difficult with Ireland.

Anyway, my nation was the strongest one (army, economy, science) and I wouldn't have any problem to win using brutal strength.

Finally... it is right: giving one city to other nations is a good point to start to obtain an alliance treaty. Then, if they refuse, threaten them!

I had tons of gold, and England liked me since we met, so I easily got them to sign the alliance just at cost of Explosives advance.
With Scotland it was a bit more difficult, so I declared war. I took their Capitol City, signed cease-fire. Then took a Diplomat, and in one turn I had an embassy established and a reception there held. Thus they agreed to the Peace Treaty and for 20000 money agreed to sign the allaince.
Native Americans were remaining. And man were they agressive! As my intelligence reports over time shown, they never really liked anyone during the game, and I was at war with them, too. Having a slight upper hand (all in all, Tanks vs. Infantrymen), I held reception and embassy, signed peace treaty. It was possible for a small bribe. Then I asked them to sign an alliance (their regard was "They respect us"), and offered them in exchange 60 thousand gold! It was a great price, but they still refused. I threatened, and they kept refusing. I couldn't bribe them at all, no matter what I promised, so I just had to wipe the m and win with holding two alliances, with England and Scotland.

i.e. Stuck as far as Diplomacy Victory goes, unless you cheat, and beat every single enemy but one, and then make alliance with the one remaining one.

I've never had an allied civ demand that I declare war against someone else except when they had established relations with me. So the first line of defense is to keep Diplomats out.

Okay, it's obviously too late for that, but there's still a workaround.

1. When A demands that you go to war with B, agree to it.

2. On his next turn, B will probably say, "Hey, what'd I do?" and ask for a Cease Fire. Or you can just call him up and propose one. Assuming you're a lot more powerful, he'll probably agree. Civ A doesn't seem to care.

3. Move your Diplomat in (you did have him close by, right?) to re-establish relations with B. Then get a Peace Treaty, then an Alliance.

The Diplomat might have to throw a party, or you might need to do some bribing to get B to listen to reason, but he usually will go along. Move military units next to his cities if necessary, to encourage him in this direction.