To achieve this battle line, you must press the maneuver column button. After your brigade goes into maneuver formations press battle line. As they move into battle line, quickly press brigade halt. As you'll be able to see, there is no open area between regiments. The flank is the key to victory in SMA if you can flank an enemy regiment the battle is half won.
Nothing beats a good flanking maneuver to really hammer an opponent.
Artillery is for me the biggest enigma on the battlefield. I have had my batteries wipe out an entire regiment with one volley, ah what a beautiful site it was, and I've seen them hammer away at a regiment with out doing a single morale block of damage. As best I can tell only three things really affect the damage artillery does. The closer the better. Nothing like a good canister shot to break up an attack.