Hell no... game gets very boring when everything is explained, and there's nothing left to discover. Then actually - combat IS fully explained already, so I guess those who don't understand it yet should probably learn to internet - or just stop being lazy and expect to be served information that is already 100% available and self explanatory.
To answer OP's question - it all depends on the country you play. To give few examples:
a) you play huge country with huge manpower fighting against small annoying country? Go full offensive - break them asap, and inflict as much losses as possible, and war will be won fast. If you do it the other way you will never be able to destroy their armies and they will keep coming back - making your war take much longer.
b) small developed country fighting against someone much bigger and bit less developed? You can go for defensive infantry/cavalry and mass offensive artilery - so your troops form 2 rows. Your enemies will always outflank you, so you want as few of their units to attack as possible, while having the biggest possible punch on those you already fight - and yet you need to preserve your own troops - ergo defensive meatshields in front of artilery
c) You fight against eastern/horde country or savages from Africa or the new world? Not much point in using units with high Fire defense, is there?
Long story short - you will be fine using pretty much anything, but if you want to min-max, then there's usually no golden rule to "Own them all"