1. Pay close attention to the time period. Certain equipment become available in certain time periods. This equipment can be devistating and almost unstopable under the correct direction of an experienced player.
2. Try to play with the majority of the realisms on. There is a number of preferences in your preference menu that make the game (I feal) more interesting, balanced, and fun. Some of the more common one are.
Limmited or reduced Ammo - The reason for this is that artillary is extreemly destructive and deadly. There are a couple of weeknesses they have only a limited amount of ammo, they are suseptable to air strikes, and they can be spotted by smoke plums on screen(that is if they are on board). Though a good player will use other units early in the game to drop smoke to confuse his opponent (hi Hellcat).

Country Characteristic on (or True Troop on)- This makes each country unique. With its own good points and bad points. I like this, it make the game more interesting in my perspective. The only warning I would give you would be not to play the Italians with Country Characteristics on.
Troop Rarity On- Many, many, many people will disagree with me on this one. What this does is that each unit in every Country has a rarity rating from 0-the lowest, to 2-the highest. What the computer will do is when you purchase your units it will determine what units are available and how much. Now this gets some people upset because what the want to do is play the British in the early years and buy ALL Matilda's I wonderful tank in its time period. SO they will play with Troop rarity off and buy 60 Matilda's, some recon, and artillary. And crush any opponent they come up against. Not fun for the other guy. What Troop Rarity On would do would limit his purchase of Matilda's to say 0-20.
3. Try to set up limits and paramaters with your opponent on certian things that can make the game unmanagible. Most people set up limits on Artillary (ussually 10-25% of total points), Pre-laid mines (50-points a side or none depending on engagment), and Air (I like to do this historically, example: Germany invaiding Russia 1941. Almost always had air supperiorty. I would give the German player anyware from 2-5 sections)
4. Lastly I am going to touch on time period again. Depending on time period your combined forces will change. What I like to do is once I agree to a game and a time period (unless I am playing a senario) I will open up a regular battle (with troop rarity off-this way I can buy all the troops) and buy one type of equipment say all the tanks availible, a platoon of each. Then I will start the game do a computer deploy and then do my first turn. I do not do a turn all I do is go in and look at my units. I check out armor ratings, movement, # of shots from main gun, carrying capasity, size class(determines how easy it is for your opponenty to see you), experience (Russian Guards T-34 tanks get more shots then regular T-34s), weapons range(very important depending on visibility). Then I will do this again for infantry, anti-tank guns, armored cars, trucks and half-tracks, sometimes even for artillary. I make a list of the good units (important to remember that the most expensive units are not always the best) and try to make up an army of combined forces. Lastly I will make up another few games and check out what my opponent has available and what I will most likely be facing. Total time to set up ussually about 2 hours.
I Hope this helps and have fun.