Do you increase your level of conscription early on or do you wait until later in the buildup to increase the number of men under arms? I've been reading on here that you get more manpower if you wait to conscript your troops until after Czechoslovakia is taken over, but it also depends on what you build.
Personally I spend most of 1936 building IC and a little into '37, 1937 sees the beginnings of my airforce (more on that in a minute), 1938 after Austria is Anchlussed I'll go ahead and increase my conscription then start on my land builds, mid-late 38 and 39 see the continuation of the builds and updating my units (though that happens a bit at the end of each year). Alot of my strategy comes from playing AoD and so YMMV.
Land Units:
I'd suggest building some armored units maybe 3-6 divisions by the beginning of the invasion of Poland, supplemented by multiple motorized units (they are almost as good as armor for a fraction of the cost), then probably a build of x3 parallel Infantry that will go for the remainder of the game.
Air units:
You might want to specialize into one type of fighter and bomber as Germany.
In HOI2 and AOD interceptors are good in Europe and the Ukraine area of the Soviet Union where airfields are plentiful. They are cheaper than fighters and nearly as good, but don't have the same range. Interceptors are probably the way to go as Germany.
For bombers I'd stick to Tactical Bombers. They aren't amazing at everything, but they can pull off every job that there is close air support, naval attack, logistical attack, strategic attack, ect... just stick escort fighters with them as they bombers last longer. CAS are better in Europe, but they don't have the range to do much in the Western USSR.
In all honesty I do a bit of playing around in modding the files... but as far as I know this outline should help you out. It might also help you to step back and determine what you need for the immediate campaign in Poland and France. Then figure out what your next objective will be... Operation Barbarossa or Operation Sealion... knocking the USSR out of the war typically decided the game in most AoD games while removing the British Isles prevents a significant number of strategic attacks on your factories in France and Germany.