Russia strategy guide from the original cog

[Harvey Birdman]

Russia 1805
Russia starts with a large population, but one that is dispersed
over many sparsely populated provinces. Russia requires
long supply lines for most ventures toward capitals abroad, but can often save on the length of depots by create sea paths that begin in Corfu, Sevastopol, or Kovno. Note also the special ability of Cossack units to take half-attrition losses from foraging.
The Russians have a generous supply of horses and are well-served by taking cavalry-related upgrades. Their numerous low-development provinces provide a lot of room for development,
and the Russians can get many military upgrades if they concentrate a portion of their economy on developing barracks and culture in their under-developed provinces.
Russia’s main problem is France. France can accumulate a large glory, and Russia has a long way to go in order to reach the French capital without allies. If France is not dealt a severe
blow early in the game, Russia should resist the temptation
to weaken Prussia and Austria because it will need their help against France later on to deal with France.
Russia, with a large amount of timber, has the potential to build a navy that can rival the British navy by the end of the scenario, especially so if the Russians take the naval upgrades
when these are available.
Russia should try to gain control of at least one province near Western Europe – perhaps Mecklenburg or Thuringia. These can provide a base of operations and can significantly
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shorten supply depots if Russia needs to march on France, Austria, or Prussia.
Russia has two good artillery upgrades at the start of 1805 scenario -- Artillery Organization and Artillery Drivers which increase the power and speed of Russian artillery in detailed combat. Moscow has a high level of factory development and can produce good artillery; however, they are very slow to move out of Russia as divisions. Consider moving them to Ingria and shipping them to the front by fleet.
The Cossack Cavalry, and to a lesser extent Cossack Infantry, have an increased chance to disrupt enemy supply depots when they fight a battle in a province – even if the Cossacks lose the battle. Your Cossacks replenish in the spring if their numbers get too low, so don’t be afraid to use them aggressively
against enemy supply depots. Try to use your Cossacks to surround enemy units and cutoff their lines of retreat, forcing the entire enemy army to surrender when defeated in battle. Cossacks cavalry don’t do well in charges against ordered enemy units in detailed combat, but they are an excellent support unit, and great for use against disordered enemies.

[Joram]

Agree with everything here but I would submit an alternate strategy that you should beat up on your neighbors as much as possible.  It will be a tight race with France but you get the most glory by winning wars.  If you are that concerned about weakening Prussia and Austria, you don't have to enforce strict surrender terms thus leaving their fighting ability intact.  With Sweden and Turkey though, feel free to take as much land as you need.