Most of the following is assuming option 11.9.2 (mandatory war and peace conditions between FR and GB) is used.
Russia: At the beginning of the game, Russia is the only country that doesn't need to fear anything from anyone. As such, Russian strategy should work on maintaining this status and it's freedom.
There is one threat that can be developped faster than Russia can react and realistically force peace talks: a landing at St-Petersburg, probably from the British - landed by british ships anyway. As such this should be one critical aspect of Russian grand strategy that the russian player should never lose sight of.
The first thing to do is to form a lasting alliance with the spaniards. They are russia's best natural ally, sharing 2 potential enemies (GB and Turkey), and having virtually no potential disagreement.
Second would be to take a decision regarding the Fr-GB war. This would be strongly influenced by the personality of the players and your relationship with them. Preferrably I'd try to keep the war between Fr and GB going forever. If you really have to choose, it's better in the long term to pick France since an anti-french coalition can perfectly succeed without the british should it be necessary to bring France down to size, while it would be much harder to beat GB if the french fleet is at the bottom of the sea/scuttled/unable or unwilling to join due to peace conditions. But like I said, the statu quo existing at the beginning of the game is much more preferrable compared to an hostile GB that isn't trading with you, taking victory points away from you and plotting their revenge.
Regarding Pr and As: These 2 exist mainly to do the job of keeping France to a reasonable size without forcing you to take actions. If it looks like they are on the verge of being crushed by France (unconditional surrender for one or both), it is better to intervene right away before it gets to that point. The reverse is also true. France must stay reasonably strong to ensure that Pr/As efforts during the mandatory peace are turned toward the next round with France. Basically it's in Russia's interest to ignore them as much as possible. If you do have to intervene to save either side from unconditional surrender, then you should request Poland as a prize for your "help". Beyond these circumstances, I wouldn't look at poland unless it's acquisition means dominance for Russia - Protecting Poland will mean tying down large numbers of troops, losing a lot of the freedom of action that is Russia's strength.
Regarding Tu: Russia's best source of political points. It's even possible to beat the Turks upside down and rack up the PPs without having to crush them economically or militarily! Just pound their feudal and then make peace or relatively lenient terms. Nothing the Turkish player can do about it either as long as the Russian made clear of it's benevolent neutrality toward the As/pr/GB alliance.
In general the main focus for the Russian player should be to build up it's core corps (3 or 4 cavalry corps, 5-6 infantry corps, guard, artillery) and then the fleet. Most of the time You will be fighting pretty far from your homeland, and using the bulk of the last 10 infantry corps will be hard and usually somewhat ineffective, especially considering their relative weakness (only 10I). Better to build the denser infantry corps and a few others, the specialists, and then the fleet. A strong Russian fleet will go a long way in protecting Russia's freedom of action. Should Russia be invaded the "standard" way (from the polish or turkish frontier, headed for Moscow or St-Petersburgh), having a large amount of militia won't matter too much in the kind of war you should fight if you are to successfully repulse the invasion.
Spain: First off, always remember that Spain's power is essentially about her fleet. If the british are not distracted by the french or another opponent, the Spanish fleet should remain in Cadiz and not move until such a distraction exists. If you lose your fleet, you are out of the game, simple as that.
Spain has 2 neighbors: France and Great Britain. Both can completely crush you in a fair fight. The good thing is that with option 11.9.2 they start at war. It is in Spain's interest to keep the rivalry going. As long as they are busy with each other, Spain can enjoy freedom of action. Should you need to take side, it's better to side with France. France can protect you from the british while the reverse is not as true, and you have more to fear from Great Britain than from France. The only thing France can gain by attacking Spain is PPs, at the cost of an hostile neighbor. Great Britain stands to remove a very substantial naval threat, gain a substantial amount of north african minors and maybe even Portugal, and PPs.
As long as Spain stays neutral GB cannot realistically be defeated. That's not as true regarding France, so Spain should try to do everything possible to make sure France never has to surrender unconditionally (unless GB has been defeated already in which case you don't care as much - you might even want in the coalition for the mandatory peace and avoid being leeched for free PPs).
Spain's best ally is Russia. They can protect each other from GB to a large extent, and they need not fear much from France - or anyone else for that matter. And can work in synergic fashion to help each other achieve their objectives.
At the beginning of the game, Spain's approach should be one of slow but steady growth. Portugal is surely yours, as is a substantial part of north africa, and if you are assertive enough without overly antagonizing Austria and especially France, Naples as well.
Like Russia, most of the fighting done by Spain will be done oversea and/or far from home. There is no need to build a large regular army beyond what can actually be deployed (and what is necessary to hold Cadiz). Spain's priority beyond the first few corps should be to build up the navy as much as possible.
Spain's best source of political points is Turkey (poor Turks). With absolute naval superiority Spain can strike pretty much anywhere along the Turkish coast and reimbark and land somewhere else when the Turks are on the verge of gathering overwhelming forces. Always keep the strategic initiative i.e. do not let your army fight a large number of feudal corps and you will find you cannot really lose.
Prussia and Austria: I am lumping them together because the germanies have to stick together or at least one or most likely both will be doomed to a long and depressing game. Their fate is so tied to each other that I even think that they could be played by the same player should your game be short one player.
The Pr/AS team occupies an uncomfortable central position. Depending on who is playing France, Russia and Turkey and their actions, there might be not be much you can do at the beginning of the game. This is the major problem to deal with when playing these 2 powers - you may have to constantly react to others actions. It can be stressful, but the action is fun if you don't mind taking a drubbing here and then
On the good side, both countries have excellent armies in terms of corps density and cavalry, 2 great leaders, and at the beginning of the game, access to many minors and consequently relatively strong economies.
The most dangerous enemy is France, by far. By virtue of it's strength, and because it will oppose As/Pr in the struggle for control of the many minor countries in Germany and Italy. Pr and As, if well coordinated, are a good match for France at the beginning of the 1805 campaign, and have a slight edge if GB is included in the coalition as well - though victory isn't a sure thing at all. The french have superior mobility, superior morale, superior leaders. The coalition has superior mass, naval superiority, and a lot more infantry corps which can come in handy in the puzzle that is the struggle for minor countries.
Doing a pre-declaration of war has the advantage of saving PPs in case France does the same against either, but Pr and As don't have the cash to fight a winter campain at the game start while France does. It might be wiser to wait until April 1805, though you could declare war right away and only start major operations in April, but a smart french player could take advantage of it. In many ways, starting the war earlier is better, while you have cavalry superiority and the french guard hasn't been built up yet. With only 5 guard factors he can only commit at +2 once, while the Austro-Prussian alliance can field 3 guard corps. The benefits from having Wellington and Blucher in 1806 might not make up for losing these temporary advantages.
Defeating France should be As and Pr's first priority. As long as France is dominant, you will have the french army hovering over everything you do. Even if you do defeat France, if it's army hasn't been virtually destroyed you should dedicate all of your peacetime efforts in preparing for the next round with the french.
About Great Britain: A natural ally. GB can provide much needed money, quality troops if given time to build their army, operational flexibility through fleets, and they can draw substantial French troops away from Germany by just exisiting and forcing the french to prevent a unopposed crossing of the channel - and marching to Paris - or the seizure of ports protecting the French navy. If Great Britain doesn't want to finance you and provide military support against France, it can mean they came to a form of agreement with France and that can mean big trouble. Spain and Russia, at least, might be interested in hearing of this - or at least let the british player know that before he makes a final decision.
About Russia: If Russia stabs you in the back while you are fighting France, won't accept a conditional, and no help is forthcoming from another major power, then you may have to throw the towel for the time being and surrender as early as possible and start rebuilding hoping the circumstances will favor you better the next round. Russia can really mess you up. If giving up the whole of Poland can mean Russia will be off your back, then don't hesitate to do it. These 4 provinces mean pretty much nothing compared to what is at stake if at war with the french.
Turkey: Not as big as a threat as Russia, but one nonetheless. The austrian insurrection corps backed by small regular force can seriously slow down the turks but will be eventually overwhelmed. Russia's or Spain's attitude can influence Turkey's choice in invading or not and you should work on that. I'd resist the temptation of using Turkey as a punching bag for PPs, unless France has been utterly crushed - in which case Austrian dominance becomes a real possibility. As I mentioned above, as long as France is dominant and has a substantial army, you can never have too many resources to face them.
Spain: There should be little interaction between you and spanish at first but that may change as the situation evolves.
Poland: Don't create Poland unless you somehow managed to beat Russia, or unless you are creating Poland with the intent of ceding it to the Russian player. As long as the polish provinces aren't part of Poland they can't be conquered by Russia without formal peace terms. If the russians can be bribed to help you fight the french through ceding Poland, then don't hesitate to do it.
More to come later (maybe!)
