In Empires and Allies Coins are the primary currency. Many buildings and actions have different additional requirements in terms of other resources, but for almost everything you'll find you need to keep that river of gold flowing. Fortunately, there are several ways to get money.
1. Housing buildings are your first option, and the least effort. Early buildings will generate a small amount of coins every few minutes, while the larger buildings that unlock at later levels will unleash a massive tide of wealth, but only do so once every day or two.
2. FARM! Yes, that old steady of Facebook, Agriculture. Building farms on your land will allow you to regularly harvest Crops and turn them into Coins. More crops will become available to you (thus letting you make use of even more farms) as you level.
3. Market yourself! Building the Market building (currently found below Farms in the Industry tab) allows you to sell what resources (such as wood, oil, and ore) you don't need for extra coins. After building a market, simply click on it to select what you want to sell (and how much of it to offload), and you'll be a rich, rich despot.
4. Network. To earn more empires and allies coins, get your friends involved. "Allies" is in the title for a reason! Friends can give you money whenever you need it, or you can trade each other resources as necessary. Invest in a friend's empire and then tax them! If you have an evil streak in you, you might even be able to make the game "Empires and Enemies".... (Could I borrow 50000 coins?)
Now go forth, and frolic in a sea of clinking shiny metal.