I used to dread playing scenarios in which there were native settlements. It seemed to me that these guys would burn my city down every time they got a chance. Even after they were pacified they were still a pain because their settlements were always, it seemed, in the wrong place. At best the natives were a distraction.
I have changed my mind. I now welcome the presence of natives. The more the better. If their settlements get in the way of my city building, I will gladly change my city to accommodate them. The reason for this change of mind on my part is simple: I like getting rich.
As soon as they are pacified, the natives will start trading with you. They will buy anything you are exporting. Not only that, but they will buy a lot of stuff from you. This is the way it works:
Soon after pacification, you will see a cart leave the chief's hut. The pusher will head for the nearest warehouse that contains goods that you are exporting. He will buy three units of whatever you have. He will repeat this every month provided your warehouse is close enough for him to complete the trip in time. This means, that if you play your cards right, you can sell 36 units per year to these guys. Not only that - Native trading is not interrupted by sandstorms, ship sinkings, or landslides.
All pushcarts, native and roman, seem to travel at the same speed, which I have observed to be about 48 squares per month. This means, that you should place a warehouse containing export goods within 24 squares of a chief's hut to get maximum sales.