As said, adding ART to a division gives it more firepower for the same frontage, adds a small combined-arms bonus, and adds the modest defensive values of the brigade to the overall division strength. Adding AT to a division instead of ART or one of the INF is highly situational. An AT brigade has almost NO Soft Attack (ENG is only slightly better), but not having an AT division (or an ARM or TD division) on hand when faced with attacks by enemy armor is not pleasant, so you do want some Hard Attack and Piercing somewhere nearby that can be called in to deal with those situations. AT is the cheapest solution, but you don't want it in every division. Similarly, an ENG brigade provides substantially less firepower than another INF brigade, but its performance and bonuses in river crossings and attacks into Forests or urban provinces make it nice to have when and where you need it. An attack by half a dozen divisions with ENG can break the Maginot Line fairly quickly, particularly with air support. I normally add AT to one division per 5-division Corps (2xINF+ART+AT) and ENG to another division (2xINF+ART+ENG), while the other 3 divisions are 3xINF+ART. You can also trick out your HQ with attached brigades, such as HQ+2xINF+AA, and the attached brigades will allow the HQ to actively engage (there are doctrines which increase its combat values), and use that to support attacks by the rest of the Corps. That gives your Corps Commander a lot of experience through the combats by its subordinate divisions plus from its own combats. You can quickly rack up a lot of high-skill leaders that way.
As also pointed out, each air unit has its own specialty. INT provide the most firepower against other aircraft, so they're the best tool for gaining air superiority or hitting enemy bombers. They can be used to support ground operations with ground attacks, but they're relatively weak at it; still, it beats having them sit and do nothing.
CAS provide a lot of Hard Attack against enemy armor, and are actually fairly good against ships close to shore, but are less effective against soft targets (the majority of your targets), and have relatively short range. They're actually reasonably cost-effective against soft targets, but highly vulnerable to defending INT, and the limited range makes it difficult to use them in the vast provinces in the east. As GER, I generally build one or two groups of 3xCAS for use against armor, but no more.
TACs are good against soft targets (I use these a LOT to support ground combats), have decent range, and are effective at disabling enemy Infrastructure or reducing enemy supplies getting through some bottleneck areas. Thanks to their long reach, TACs are also good for softening up partisan units, to the point where a single land brigade can simply stroll up and accept their surrender; I sometimes deploy a single MOT (a fuel-using unit) to scattered airfields in occupied territory, which allows me to rebase a 1xTAC there on short notice, and it will have supplies and fuel there waiting for it due to the MOT. Once the TAC begins bombing, the MOT races out to engage the enemy unit, usually arriving AFTER the enemy is completely out of ORG. You can cover a LOT of ground (like all of France) with a handful of MOT and one or two TAC, plus a few GAR in key ports and critical VP locations.
FTRs (Multi-role) are almost as good in air combat as INT, and are also decent at ground attack, plus have far more range than INT. Using them in places where INT simply won't reach is enough reason to build a few.
NAV have the range of TAC, or longer, and are optimized for anti-ship duty. They can be used to hit small fleets of enemy warships (in port or at sea), and to attack convoy routes, as well as to support land operations to some degree. Note that ALL enemy ships in a province will fire back at any planes which attack, so bombing a LARGE fleet can be painful.
TRA, as pointed out, are not only good for dropping Paratroops, they're a valuable backup measure for relieving supply shortages in critical areas, provided that you can maintain air superiority. Building an airfield, and deploying it after your Paras secure an area, can be a game-changer, which I try not to exploit.
STR is of questionable value, unless you build enough to hit multiple targets and reduce their functional IC before the last ones repair. Given enough STR, you could essentially reduce a country's production capacity down to its 5 points of off-board IC, but in small lots, it may cost you more in repairs than what it inflicts on the enemy. I've seen the SCW basically won by a group of STR, because there was no defense against them, and the Nationalists had practically every factory of theirs reduced to rubble. Go all-in or go home.
CAGs are best used on carriers, but can be land-based and used for any of a number of other roles: jacks of all trades, and masters of CAG Duty, a VERY powerful Offense/Defense mission only available to planes while based on a carrier.
Bear in mind that each plane you put in a group reduces the efficiency of the entire group. Depending on the mission, either each plane reduces efficiency by 10%, or else each plane OVER ONE reduces it by 10%, so the optimum group size depends on the mission. Note that 5 planes at 50% efficiency gives 2.5 times the firepower of a single plane (5 planes at -50% efficiency leaves 50% of 5), but 6 (at 40% efficiency) is only 2.4, so beyond 4 or 5 planes (depending on the mission) becomes counter-productive. The EXCEPTION is CAGs performing CAG Duty, which in that specific case suffer only a 5% penalty per plane. Normally, around 3-4 planes per group seems to be the most popular configuration, except for CAGs, where more is preferable. Incidentally, the penalties are capped at 90%, so in theory, you could field 30+ planes and actually outperform a group of 5, but the per-plane efficiency would be horrible.
