Artillery are the workhorse of any operation. Kill the enemies from a distance rather than get up close.
Self Propelled artillery are my favorite, as they have speed and firepower. Speed is essential to maneuver away from enemies that are attacking in a "shoot and scoot" type of plan. Particularly if the enemy has slower units in their army I can pull back from them a bit with my SP Arty and hit them a couple of times before having to move again.
Of course the SP arty are fragile, so they need protecting. This is where SP Anti Air and Light Tanks come in. I also like some planes of my own to protect my units, but I have won many wars without any air support using some properly sized stacks of these 3 units.