Just got back into this game and was looking at the huge collection of great skins but don't have a clue how to use them.
Look for the Diversica mods on the civ 4 forums... they make each and every single civilization unique. From the dawn of time to late game every unit from the azteks, japan or any other country has undergone a makeover.
And yeah, you just load the mod and you are ready to rock.
http://forums.civfanatics.com/showthread.php?t=240115
Also consider Varietas Delectat
http://forums.civfanatics.com/showthread.php?t=237192
Oh sweet! Thanks lugaru! This mod is a beauty and hassle free too.
As for those skins, once you have something like Diversica or Varietas Delectat you could swap the skins in the mod folders. Of course, with those two mods, your skinning needs will probably be met. I prefer the V.D. mod (yikes that sounds bad).
I've also used the varietat mod and thought it was quite good. Don't use the optional modern era bit though. I did not like that at all.