This article can teach you a lot on playing Germany especially. http://www.axisandallies.org/forums/index.php?topic=14466.0
For the Axis to win, they need to break the Allied economic advantage. Japan should be snatching the easy territories in the Pacific and Africa and taking potshots with her battleships but the primary focus should always be Russia. For the Allies to win, they need to control Axis expansion and if they do that, they will eventually overwhelm the Axis.
My best advice is don’t make mistakes. Great strategy can be beaten with a silly oversight. Make smart purchases. Germany needs infantry early and Japan needs transports early. Look at what the Allies can do at least one round out every turn so that you won’t leave an opening for them. Use the turn order to anticipate their next move and to determine which units are already committed. Be aware of canopeners. US clears Novo/Kazakh and Russian tanks get Japan’s fighters in Sinkiang. UK liberates Karelia and US tanks from Norway support an amphibious assault on Eastern Europe.
