In general, it is not advised to discard your long route, as it usually serves as a decent amount of points.
In 5- and 4-player games, try to claim the critical routes (e. g., Venezia - Roma, Kharkov - Rostov) as soon as possible, if needed. Also, stations can be very handy here; however, use them wisely (and avoid doing so if an easy detour is available).
In 3- and 2-player games, beware of the double routes getting blocked off. This may be game-changing for some cities (Edinburgh, Kobenhavn, Stockholm, etc.).
In 2-player games specifically, it is highly advised to aim for the Longest Route bonus. These 10 points often decide the winner.
In all cases, try to claim long routes, as they are the main source of points in the game.