In campaigns, more than single scenarios, suvival of units is important. (I suppose you figured that out or you wouldn't be asking this
duh. ) The same tactics apply, however.
Usually lossing most of you force is a sign of being in too much of a hurry to reach the opjectives. As someone once posted: it's nature's way of telling you to slow down.
Remember to smoke to add movement cover; Artillery to supress the enemy positions; Overwatch, cover and slow movement to approach entrenched positions; All the other techniques you can think of to keep the core alive. Aux units do make good cannon fodder, but I try to keep those alive as long as I can as well since once they're gone I can't use them for cannon fodder any more.
You didn't say which units you lose the most of, so my guess is that it's across the board. There are some good tactical manuals written and a lot of good information in the forum about ways to cut your losses. If you've read those and are still taking heavy losses, slowing down a bit might help.
Oh yeah, and recon, recon, recon. Find the enemy positions so you know where they are before your main body arrives. I had the same problem with heavy casualties and recon helped me avoid running blindly into massed enemy positions. That alone cut my losses in about half.