((cystic crypt: I’m not EVEN going to ask how you feel about Soviet buying naval units!!))
Well, getting back to the original question here, YES I think it would be smart to pepper your purchases of infantry with some artillery. If you don’t buy at least a few artillery, then you will blunt your own sword (ouch) by limiting the power of your counterattacking infantry.
If SOV buys nothing but infantry & artillery over the first 5 turns let’s say, that will put something like 30 unis onto the board. Used carefully, these can bog down the Axis. The grand outline that cystic crypt describes seems accurate – but there are times when Russia can act more aggressively, and there are times when UK & US air force will not supply as much for the Great Patriotic War effort. Sometimes the moves of the Axis player create different challenges for the Allies, and opportunities for the Soviet to attack.
Also, sometimes the dicerolls run a certain way, creating new vulnerabilities on the Axis fronts.