Basic Sequence of Activities
1st -- Sequentially Rally Selected Units.
I play with Auto-Rally turned ON which means that all units capable of doing so will automatically attempt to rally at the end of my turn. This means that I don't have to spend time rallying units that do not demand my personal attention. This saves time and energy that can be used elsewhere. I am very sparing with my rally attempts. I do not attempt to rally a unit unless I have a definite mission for that unit that turn. Also, I usually rally units sequentially within one formation at a time. This means that I rally the unit with the highest supression first. When a unit no longer has the highest supression, then I rally the next unit with the highest supression, and so on. In addition, I usually only make a single rally attempt per unit. That is, I generally do not rally a unit two, three, or more times in succession. The reason is because multiple rally attempts of an individual unit in succession can result in inefficiencies in command control where the formation commander can lose his rally status for the turn when other units in the formation might need his help. I've found that it is most efficient to make a single rally attempt per unit and rotate the rally attempts sequentially within a formation using the guidelines I mentioned above. TIP1: If you don't have a clear mission in mind, then it is best not to rally a unit until such time as a mission presents itself. TIP2: Be thrifty and miserly with your rally attempts--wasting rally atempts early in a turn can cause big problems later that turn when you might really need them. Only rally when you feel a real need to.
2nd -- Check Lines of Sight for Hidden Enemy Units.
Immediately after I conduct whatever rallying I'm going to do at the start of the turn I then check the lines of sight of my recon elements by selecting each unit in turn and right-clicking in various directions. It is often possible to spot many previously-hidden enemy units this way without having to move or fire. TIP: Checking for hidden enemy units before moving or firing minimizes your casualties.
3rd -- Set Firing Ranges.
Opportunity fire in the previous turn may have changed the ranges of many of your units. It is prudent to check and set your firing ranges at this time before the heat of battle begins in your current turn.
4th -- Fight And/Or Move.
It is usually better to fire before moving because your hit percentages are almost always higher. I try to resolve as many firefights as I can before I move any units. Sometimes I will move some of my recon units prior to resolving firefights, but only if I feel a pressing need to do so. Some of the following tips seem contradictory. Your skill and experience and judgment must be relied on to resolve such situations. TIP1: When multiple targets are available, it is usually best to fire with the unit that is safest from enemy return fire (I almost never fire on an enemy unit if I have reason to believe that I will take multiple enemy return shots). TIP2: It is usually best to concentrate your fire on neutralizing one enemy unit at a time before engaging the next enemy unit (this will minimize your casualties in the long run, guaranteed). TIP3: When firing on a new enemy unit, it is usually best to take your best shot first (can occasionally conflict with TIP1 above--use your best judgment in this case). TIP4: It is usually best to conserve shots (saving shots minimizes breakdowns and allows for unexpected events later that turn). TIP5: Knowing when NOT to fire is usually as valuable a skill as knowing when to fire (this is one of the most important skills you can learn in the game and I cannot overemphasize its importance).
5th -- Reset Firing Ranges.
After you've performed all your moving and firing for that turn, then it is best to reset your firing ranges in preparation for the upcoming enemy turn (and the opportunity fire that comes with it).
6th -- Set Artillery.
It is ALWAYS (100% of the time) best to set your artillery at the very end of your turn because you then have the best information available to make the wisest bombardment choices (you lose precious orders when you set artillery earlier in the turn only to cancel those orders later that same turn).
7th -- Save Game and End Turn.
I always save the game right before the end of my turn because I often have computer problems and I hate having to have to replay entire turns that I've already finished. If you have faith that your machine will never crash and that you will never lose a turn (or turns) because of that, then you can ignore this step.
Happy Gaming

Victor