Panzer General

Forming a mobile, efficient strike force is the key to winning.
Don't rely on air power for anything and never send the bulk of your 
armor ahead of supporting units. The trick here is not to slow down 
the tanks, but to speed up everything else.

When on the offense, use the basic infantry armor and artillery 
aircraft mix.

When on the defense, use AA and AT weapons and place as many units 
adjacent to artillery as possible.

Don't rashen on artillery as it is very important in the game-buy the 
heaviest possible cannon and place them on half-tracks.

All infantry should be riding in half-tracks. They should be bridge 
engineers because of their ability to negate rivers. 
Infantry should be used against anti-tank guns.

Don't upgrade equipment for the sake of it. For example, German tanks 
do not differ much until the PzIIIj, so do not waste resources 
upgrading to PzIIIe.

For Operation Husky, dump the Italian infantry and replace them with 
anti-tank guns and artillery; this should keep the allies stuck in 
Sicily for most of the game.

Do not over-invest in aircraft at the expense of artillery.
When planning a scenario, divide your forces into combined arms 
packages, each of which should include one or two artillery units, 
one or two infantry units, and one or more tank units, as resources 
allow. 

Consider the hypothetical scenario that a strong force of Germans is 
approaching an Allied objective city. Beyond the first city is a 
second and then a third, each defended by a combination of enemy 
units. As the Germans approach, their packages should center around 
artillery, as these units are the key to taking fortified cities.

The most important element of operational planning is setting up your 
units so that they may accomplish both this turn's mission and next 
turn's as well. 

Rapid and efficient movement is achieved by:

(a) Scouting - recon units are a must.
(b) Moving your most important units.
(c) Moving supporting units into place around them.
(d) Using your tanks to screen lighter units when on the move. 

The key to a rapid attack strategy is to attack first, then move into 
position for the next turn, never letting the enemy rest.
Aircraft fighters should be used in the former stages of the game 
just as tanks are on the ground. This acts as a screen to protect the 
weak units. Concentrate on eliminating enemy air units.

Winning the game requires firepower and, more importantly, mobility. 
Keep your forces moving and try to maintain momentum over a long 
distance.

Concentrating on artillery rather than air power allows one to cover 
large spaces safely, as well as being able to attack at the other 
side of the map.

Recon units move faster and see farther than other forces, therefore 
it makes sense to keep them out at front. Use the tanks in open country 
and keep them moving constantly. Tactical bombers should be used as 
flying artillery, eg. the Ju87.

Level bombers can paralyse naval forces and bomber units for the 
turn's duration.

Consider a hypothetical city assault, the city being defended by an 
entrenched infantry unit:

(a) Get your tanks out of the way. They would not have a chance in 
    the city streets.
(b) Call for air backup. Bomb the position and move on.
(c) Call your level bombers to weaken your target's stronghold.
(d) Fire your artillery.
(e) When the enemy line starts to break, charge the tanks through, 
    led by a recon unit.

The best way of dealing with attacking artillery is to bomb it.