Always make sure your most valuable structures are covered by both air and ground defenses. The best place to learn is playing skirmish mode against the computer. If you like to use the Allies, also play with the Soviets so you can understand completely what each unit does and what its limitations are. A good commander knows his enemies capabilities as well as his own. The more you know about your opponents units, the better equipped you'll be to understand what you need to build to counter whatever units he uses against you.
Every unit has both a weakness of it own and a good counter in the enemy's army.
Grizzly Tanks and Rhino Tanks are powerful and can tear through enemy vehicles, but they have a difficult time killing enemy infantry. V3 Launchers have great range and hit hard, but they're fragile and their missiles don't track moving enemies. Rocketeers can slaughter anything on the ground, but enemy flak kills them in bunches. The lesson to learn here is that your attack groups should never consist of a single unit type. All of your attacks should contain at least two unit types, and any more than that would be helpful.