Build up:
No planes other than fighters, and they'll only be doing daytime interceptions. Focus on improving your main line infantry template, don't go off making lots of limited weird units you don't have the production lines for. The most unique thing to consider is introducing a single light TD battalion as support in each div (give them to the cav, too, if you're keeping them). Some support companies will be particularly important: engineers, recon, and one form of gun (artillery if you went with TDs, AT if you didn't).
If you start to build up surpluses, deploy more units, don't switch to making tank divs or anything. You'll hurt your gearing bonuses, you'll be vulnerable to losing a production type entirely to factory bombing, and, most importantly, you won't be able to cover anywhere near the front line with them, and the enemy will just break through somewhere else. If you feel like you have enough divs (pro tip: you don't) or you're out of manpower and don't want to take the industrial hit from the next law yet / don't have the political power, just have your units train their way through the surplus.
Focuses, you should alternate between doctrine and armament bonus. No point stacking up the doctrine research bonuses well before you can use them, but you'll want one before you start on each new doctrine, and you want those military factories as early as possible for surpluses and gearing bonus.
War:
If you're fighting Germany - Dig in behind that nice big river you have. Short fronts and terrain advantages as much as you can. Set your most mobile forces up around Prussia to squeeze it to death before it can be reinforced, then hold them as a mobile reserve for the defensive front. If you can expand or have to give ground, hug the coast. Death is to the south, the Royal Navy is to the north.
Against the Soviets - You want a short border, with terrain bonuses if possible, but the shortness is most important. The enemy have more men to throw at you than you'll ever have. They have more men than you have bullets. So don't give them the combat width to deploy all those men to battle. Keep the cavalry back as the infantry grind goes on. When you and your allies have exhausted their assaults, let your allies drive past you for a while. When the Soviet line is stretched, your cavalry will punch through in very concentrated thrusts to time important points and your infantry will flow into the breach, hold it, and broaden it out.
Your cavalry is good for rapid movement and counterattacks, but not for defence. Against the Germans, they can be a good way to bring a TD unit to counter an armoured concentration in a specific province. Against the Russians, they're vital for keeping the enemy stretched out along big fronts, for encirclements, for making the enemy keep changing their plans, and as spearheads to punch through to important objectives. Against Russia, keeping the attack's speed up is one of the most important things.
