As I have repeatedly (and somewhat bitterly) complained on other threads, part of the problem is that the setup they give you forces players down a handful of narrow paths because of how easy it is for the Axis to crush the Allied fleets and how little it matters who owns the periphery (Brazil, South Africa, Australia, Alaska, Soviet Far East, Archangel, Norway, and the even less important territories that border them).
That said, here are a couple of alternate ideas for each country.
UK: Don’t do the SZ37 raid. Instead, send the western Indian fleet further west and the eastern Australian fleet further east so that they can help you retake Africa and then reinforce the UK Atlantic fleet around turn 4.
Germany: Instead of a sub or two in the atlantic, buy a destroyer for the Med. Use it to block attacks from the west, send your battleship east one sea zone, and hit Egypt hard on turn 1. Alternatively, buy one carrier and one transport for the Baltic and threaten a Sea Lion (seriously!).
Russia: Open with a build of 4 inf, 3 art, and continue to make similarly balanced purchases, including the occasional tank or fighter. Use the resulting material to make efficient trades deep into central Europe. Alternatively, if you get a bid, try bidding a third fighter to start with, and sink the German Baltic fleet before Germany’s first turn, and then stack in Leningrad.
Japan: Don’t bother crushing India; instead, build a factory in Kwangtung and unload 4 transports there every turn. You can brush aside the Chinese and attack Moscow by turn 5. Alternatively, load up just enough infantry into Asia to hold the coastline for a long time, and then crash into Alaska with 4+ transports just as America is ready to start shucking troops to Europe. Sure, America can kick you out of Alaska, but not without ruining its own shuck and leaving Britain/Russia out to dry.
USA: Build tanks and bombers in Los Angeles (paired with the occasional sub if necessary to hold the Japanese at bay) along with infantry in New York, and send them to meet up in Quebec. Build a US Atlantic fleet and use it to ferry troops from Quebec to your choice of Norway, France, NW Europe, or Morocco.
