1) Is late sealion an option? I am finding that spliting my 1941 panzers is a bad thing. I can make substantial progress on Sealion (including a game I eliminated all units from the Britain) but that leaves my barbarrosa mired down well west of the Dneiper and then usually suffering a complete collapse on at least one flank (usually in the Ukraine). When I send most of my armor east I am usually able to take Leningrad and Moscow and with more orderly work with the minors put the Soviets on their heels by the end of 1942. But then the allies launch an early Torch/Overlord and Germany hates the two front war

2) Should I split the air and armor? I find that dislodging the enemy from his urban strong points requires multiple units and especially air and armor. Is there a better way? See #1....without concentrating these forces EITHER in the East or West I can't make quick enough progress.
3) I see a lot of AAR that discuss diplo against Soviets and US to keep them out of the war for as long as possible. Does this work? What are the "tricks" to keep the AI agression low. It seems US will always declare early if I grab London. I haven't tried to delay the Russians - maybe that on my next play through.
4) Middle east is the only front I feel OK on. I usually get Egypt and have been doing so without needing to bomb Malta into the ground. That allows my air to stay west for Sealion. Requires good tactics but that is the only front I feel like I am getting it done. Why is Rommel so good (or is it that the Brits have bad supply in the ME?)