Gunboats, you need to think about what the other player wants. Just because you decide to support hold someone else's unit (I think that's the most basic form of "I want to ally" in gunboat games) doesn't mean that the other guy wants to ally with you. Basically, assume that other person is a reasonably smart player. Would he have more to gain through attacking you, or having you as an ally? Would you have more to gain from attacking him or getting him as an ally? As long as there's mutual benefits, the other guy should be receptive to creating or continuing an alliance.
I also think it's kind of a first come first serve, sometimes. Assuming you and a competitor are more or less equal, if your competitor shows through his moves that he wants to ally with the guy you want to ally with before you can show that you want to ally, your competitor will probably get the alliance, leaving you all alone.
Stabs are easier in gunboats for most people, since there's less attachment. Instead of having interactions, with an ally, the silence of a gunboat makes it so that alliances are more impersonal and emotionless. This helps the nice people have a clearer conscience when betraying someone. So I think you should be more on guard for stabs, unless it would benefit your ally more if you're kept alive.
Those were some general examples in my limited experience. The point of this long reply is basically: Put yourself in the other guy's shoes and see the map from his point of view.