A question on the right strategy: is it possible to focus just on one front and through not having initiated aggression towards a faction not needing to be exposed to raids and attacks from them?

Of course, the Illyrians are already "woken up" and need to be dealt with but maybe other factions will not attack me if I have not attacked them first (apart from the Athenians always launching an early spring amphibian attack north of Aegae).

You see, I always find my forces too stretched out (some needed in the north, some needed in the west, some in the east, etc.) but cannot avoid it, since I am attacked from many directions (such as the Balkan tribes). Ideally I would like to concentrate my forces on one enemy faction and just get rid of it once and for all. Is it possible, or will there always be a war of many fronts?

Well there's no diplomacy so no peace treaties or neutrality, but there are factions that will not attack you as constantly as others, but factions like the Athenians or ilyrians or Persian empire when you reach there will be a constant threat and harassment when you border with them, or even with naval attacks and invasions so they need to be weakened as soon and effectively as possible, the game is one constant aggression from everyone to everyone, as in some occasions AI will attack AI...