Because of the lack of capstones and ease at which a piece-out can be achieved, 4x4 is best played as an effort towards the secondary win conditions. This is especially true of the second to play. Always play an open piece unless by doing so you will guarantee a loss. Avoid capturing, only place.
In doing so, your opponent will likely try to capture your pieces. Encourage this, and place stones to bait them into further captures.
In and of itself, this is also a contingency plan towards a primary win by poisoning and weakening their stones. A black cap on multiple white stones can be recaptured at an opportune time to turn the tide of the game in a few well timed moves. This is especially true if you lure their larger towers together, forcing them to relinquish control over any of your nearby pieces.