The thing about HOI 3, much as it's forerunners is that you need to have the grand strategy laid down before you reach 2. January 1936. More so in HOI 3 than the earlier ones. The strategy I laid down for my current game ( playing as Britain, all normal no cheats) was to survive the first years of the war and use Italy as a proving ground for my new weaponry. I disbanded all of my ETO leg infantry to save upgrades and focused on mobile warfare and air superiority. By the start of hostilities I had six divisions in Britain, (2x mot + 1 Arm. To build up my practical.) and 10 int to clear the skies. The navy was divvied up into two battleship fleets and two CV fleets (the ones with escort CV's had by transports) As Europe was set ablaze I built more divs and sent 3 divisions to N. Africa. They were stuck there untill the Itallians felt confident about attacking me. A series of encirclements and destrucion, and I ruled the continent (along with the Vichy French and Spain (both neutral)) Then I started decimating Regia Marina in the Med and planning the invasion of Italy. I decided early on the two types of divisions I would build during the game. A Composite 2 Mot 1 Armd and the 2 mech 1 TD. It all sorted out nice. Researching ahead of time just to get the edge. It seems so tantalizing to research a lot of tech, but the sad truth is that nomatter who you play you will have to dump some areas to get good at others. That is unless you play at easy level or cheat. I did both when I first got the game to learn it and fiddle about. All I did was getting bad habits. My plan for 1941 is to keep Italy on its toes (or rather creep further up) and build more mech divs. The CV tech is getting better for me and my plan for defending against Japan involves naval domination. I currently use 1 Battleship fleet and 2 minor fleets to keep the North sea clean. The Kriegs marine went to sea in 1939 and was smashed by the full might of the Royal Navy. In 1940 everything bar the previously mentioned fleets have been patroling the Med in search of the Itallian Navy. From what I gather it is largely destroyed. I plan to leave behind a two fleets to secure the med, and then with my 5 new CV's and escorts plus two carrier fleets and a Battleship fleet, I intend give the IJN a run for their mone so I can buy more time. I don't know how good the US will be in aiding me in the PTO, but theyd better be good, since I intend to hold and slow the Japanese as long as I can, and shift their production towards more fleets. I eagerly await German progress into USSR so that I can open up the back door and push my quick divisions trough France and into the Ruhr. Then a push to the Dutch/German border for a massive pincer. At my current build rate, and naval/air requirements this will not be possible until September 1943. I rely on the winter 43-44 to give me defencive bonuses so that I can push on to the north with another 20 divisions.
