I mostly play three races, in this order of preference:
Imperial Guard
Eldar
Space Marines.
The IG are most suited to my play style. I like to grab nearby strategic points, and then consolidate the hell out of my grip on them - I'm talking heavily fortified positions, boltgun and missile turrets, infantry command bunkers, the works. My force stays on the surface just long enough to completely gear up, then it's into the tunnel network with them, and if something attacks one of my strategic points, then my entire force pops up and sticks it to them. My attacking strategy basically involves consuming the map, bite by bite, resource point by resource point, throwing my entire force at one small point, annihilating it, taking it, fortifying it, rebuilding my losses, moving on. Sentinels especially excel at this: a sentinel squadron with a pair of Hellhounds for backup can completely annihilate the buildings around a strategic point, the hellhounds torch any troops in the area (and you've not SEEN morale damage until a pair of hellhounds roll in)... and then the sentinels un-take the strategic point, and you move in the infantry to take it, then the tech-priest to hold the point and repair the damaged vehicles... repeat.
Eldar also work surprisingly well with this tactic. Webway portals basically let you relocate an entire force to any point on the map that you consider to be your turf, INSTANTLY. They're no less fragile than the IG, but they're harder to break, and can, one for one, put out the damage better. if a unit starts to get slapped, pull them back to a cloaked webway, pull them away to a safe part of the map to regroup and reinforce, and bring in another unit from a different angle to cover their retreat. when that unit starts to falter, bring your now-healed squad back, chuck them into the fray, and get your damaged squad to safety.
Get the avatar, build a load of wraithlords, throw in two of every aspect squad... rampage. When the Eldar decide to throw everything they have at the enemy, there's not much can deal with it.
Space Marines are the least effective at that tactic. their relocation ability is based on the availability of transports, and on the orbital uplink.
SM tactical squads, however, are my personal favourite unit in the game. one sergeant, full upgrades, two heavy bolters, a flamer and a missile launcher. Replace the flamer with a plasma gun if you're facing Chaos. One of those can put up with a HELL of a lot of punishment before going down. two becomes a serious obstacle to any advance. Three become a fortification, infinitely more dangerous than any wall.
Ten, which is the maximum number of tac squads you can field, plus your limit of four apothecaries, your commander and your librarian plus (in Winter Assault) your chaplain... that's a base-breaker, especially if you load them into the orbital uplink. Stealth a skull drone into an enemy base, drop the whole lot into the base... in the ensuing carnage, the odds are that you've just wiped a base off the map. Doubly so if you chuck in a load of dreadnoughts.