Not really sure why you guys don’t play with the victory city rules. The continental United States is practically unassailable being able to drop over 20 infantry in one turn. The victory city rules force the allies to find quick and impactful solutions to the boardstate created by the axis before Russia and the weaker allies get overwhelmed.
The starting setup is always the same unless you play with a bid; because of this countries that have an earlier turn in the turn order are easier to plan, while other countries often lose many of their starting units.
The general priorities of the allies are as follows:
Priority 1 - don’t lose your capital
Priority 2 - capture axis capitals
I wrote that because for many of the allied powers the early game is about defense and finding opportunities to counter attack.
Russia: Russia starts the game with 37 ipcs. They go directly after Germany and within the G1 turn Russia either gets attacked or they don’t. I personally find that Russia normally needs more offensive units in order to be able to counterattack. For these reasons I normally recommend purchasing some combination of tanks, artillery, or tactical bombers. The point being there are two territories in Russia on the map that you can counterattack most of the German forces from. Using your forward factories early to place tanks can also help a lot. The infantry in the far east normally do a little maneuvering before retreating to Moscow.
United States: The United States is the most powerful allied player, but they are very far from the action. In the early turns as the US you will want to build capital ships like carriers and battleships. These ships will provide the backbone of the fleet used to protect your transports from German air and the Japanese navy. Gibraltar is a key location on the Atlantic side and can be a spot to offload troops before deciding where to invade.
China: China is normally based around 1 territory, that being Yunnan. China does not need to hold Yunnan in order to stay alive they just need to be able to successfully attack and take it each turn for as long as they can. If Japan does not do a J1 the fighter plane can land in Burma after fighting in Yunnan forcing the Japanese to declare war if they want to kill the fighter. The fighter plane is the key to China everything else about them should be used to slow down Japanese forces approaching India.
UK Europe: UK Europe focuses on the priorities I listed. They have to defend London and stop Italy. Attacking the Italian navy is critical to success in the Mediterranean. I almost never build a factory in Egypt turns 1-3, but GeneralHandGrenade made a video about the merits of a factory in Persia. In Europe if London is safe, Strategic bombing Germany and Italy can impact their ability to attack Russia.
UK Pacific: Again hold India, a good way to be able to hold India is picking up a money island early. If Japan dedicates all of their resources towards taking India early, the other allies need to act on the opportunity of the Japanese being busy.
Anzac: Hold sydney. After that I think having a good amount of fighter planes is invaluable. Anzac fighter planes can fly to air bases to provide scramble for the American fleet. Building an airbase on an allied island to provide cover for the American fleet is smart and Anzac normally can pull in about 20 ipcs per turn once they get their objectives. Anzac can also build transports and capture undefended Japanese islands in order to deny them landing spots for their aircraft.
France: The infantry in French west africa and in Syria should work there way towards holding Egypt. The infantry in North Africa i normally don’t group up because they are useful for spreading the Italian forces thin. The french fighter plane in London helps defend London during strategic bombings and actual attacks.
The Axis powers can earn tremendous amounts of money, but they can’t earn enough to fight against a coordinated allied counter attack. The Axis powers have to attack swiftly and this mostly boils down to the USA being such a tremendous powerhouse in the late game. If you are playing without the victory city rules, I would imagine most games are won by the allies.
I encourage you to play with victory cities because they make the games shorter and more skill based because it puts the allied powers on a clock to coordinate a defensive counterattack to allow the USA to knock someone out.