I personally set my taxes to 0% once I reached about 1,200,000 might. The most efficient way to gather food needed to support the army was to loot "dead cities." Dead Cities are ones that are not affiliated with an alliance and whose might does not change.
While I loot those cities for food, there will be lumber, stone, ore and gold that comes with it. You won't need to find many of these high-producing dead cities to keep you supplied.
The other free way to earn gold is to click on your castle and then click "Increase gold." This will allow you to serve a special tax on your population and instantly increase your gold level. It comes at the cost of lowering your people's happiness, but like any good citizen, they will get over it. In their case, it takes less than an hour for their happiness to increase back to its previous level, which allows you to "increase gold" again.
I hope that helped!