I veer towards turtlish, starting off with building strong defenses and establishing as many supply lines as possible... Then, depending on the game, I either establish air superiority or use partisan tactics with fast units, destroying the opponent's crucial structures in a few sudden attacks, to finish it off with my ground forces steamrolling over the now helpless enemy force.
So you can see that I don't like multiplayer too much. I just enjoy building and developing a varied force, and games which end after 2 minutes of "who can click on 'recruit weakest mook' faster and rush the enemy" are just not my cup of tea.