The best way to play Combat Mission is as if you are fighting for real. If you employ tried and tested small unit tactics, you'll do well.
Leaders are crucial.
Keep your platoons in command whenever possible. Not only do the troops respond more quickly to orders, but they also rally more easily. Combined arms are important for victory. A tank without infantry support is a sitting duck when traversing city streets and ground adjacent to woods. By the same token, both tanks and infantry need artillery to loosen up tough enemy defensive positions.