This article springboards off of my posts on evaluating units honestly and making tradeoffs. This is a little basic, but you need to bring the tools to do three basic things:
1) Hold Objectives
2) Stop Enemy Armor
3) Kill Enemy Troops
You need to hold objectives in 2/3 of the games, but make sure that you don't actually hurt yourself when it comes to killing the other guy. When it comes to stopping the other guy, you want to be able to stop vehicles AND enemy troopers.
1) Controlling Objectives
Objective games break up into two categories: 2 objectives, or 3+ objectives. The number of objectives changes the way you play, but not necessarily how you build. Controlling objectives comes to two things:
1) Hold Objectives
2) Deny Objectives
You need troops to hold objectives. Once you hit 1500+ points, I suggest 3 troops just as a rule of thumb. The number you take ultimately depends on your army, as some troops selections are nastier/more resiliant than others. If you take too few, the other guy might decide to just KO your troops and make you fight for a draw. It's a very real risk, and it's happened to me.
You have two basic choices for holding objectives: You can take a dedicated squad to hold it, or you can just bring several mobile choices and make sure you have troops on the objective by the end. If it's a dedicated squad, ideally it's got a long-range weapon or two in it (IE: Space Marine Scouts w/ Sniper Rifles, Missile Launcher, Telion, camo cloaks).
There are two ways to do this: kill the troops on/near them, or contest the objectives. If you have stuff within 3" of the objective, then he doesn't control it. We'll cover the 'killing them' part later, but the short version is that corpses don't hold territory*. Contesting objectives usually involves swift, cheap units. Sometimes it's a Tau Piranha or Marine Land Speeder, but empty transports can do the trick as well. In a pinch, you can tank-shock people off objectives as well, unless they're in a transport.
2) Kill Armor
Vehicles (and monstrous creatures) are a fact of life in 40k. You need to be able to stop them, or they'll run roughshod over you (sometimes literally, see 'deny objectives'). In terms of killing vehicles, you're looking at two basic types: lighter, and heavier. Lighter vehicles are AV10-12; Heavy is 13-14. You need different kit to take them out. Note that vehicles may not always DIE when you damage them, but sometimes it's enough to shake/stun them or knock off the main gun.
Usually, weight of fire is enough to harm/kill lighter armor. Things like scatter lasers and autocannons are your weapons of choice against lighter armor; S7 lets you threaten AV12 and usually comes in decent numbers. Most S8 weapons don't have the weight of fire to do the trick.
Most light vehicles are faster, and most transports are lighter-weight vehicles. Additionally, some heavier-weight vehicles have weaker flank armor (IE: A Predator has AV13 in the front, but only AV11 on the side).
Sometimes, the autocannon just isn't gonna cut it against your target. Sometimes, you need melta weapons or rail guns. Why melta? If you can deliver it to 1/2 its range, you get 2d6 for damage penetration, and s8 + 2d6 averages to 15, which is a penetrating hit. AP1 is icing on the cake, since it's +1 to damage results, or a 50/50 shot of killing the vehicle on a penetrating hit.
Some armies have access to S10 shooting (Tyranids and Tau), and this has the raw strength to go through AV 13/14.
Taking it for the Team
Note that with melta weapons, you probably WON'T get a second shot, AND you are close to the enemy. It behoves you to have some cheap, sacrifical melta units just so you can take out higher-cost targets. Triple land raider sounds fun until someone trades 3 landspeeders or 3 squads of guardsmen for 750-800 points of your army.
Vehicles and Assault
Most vehicles have AV10 in the rear, so monstrous creatures, powerfists, dreadnoughts and the like can damage or kill them. Vehicles can counter this by moving and making it more difficult to hit, but lose the ability to use some of their guns.
On Monstrous Creatures
While there are some differences between vehicles and monstrous creautres, know that the same stuff that hurts vehicles usually wounds monstrous creatures. You generally want to throw AP2-3 fire into monstrous creatures just to deny them armor saves.
3) Killing Troops
Like vehicles, troops tend to come either in larger numbers of cheap, not-so-durable guys or fewer, tougher troops. Compare the Termagant, at 5 points, with an almight S3, T3, 1 wound and 6+ save to the Plague Marine, with T5, a 3+ armor save and Feel No Pain. Note also you can get 4 termagants for one plague marine...
Now, with infantry, you generally want to pile on the wounds. Weight of fire works on infantry in general, as you'll generally wound/kill the lighter troops and you'll force the heavier ones to take more saves (which they will eventually fail). Note also that infantry love cover and will generally have access to at least a 4+ save; marines and their ilk can operate in the open and fear far fewer weapons.
Weapons of note for anti-infantry work:
2) Blast Weapons
3) Small Arms
These are generally for killing lighter stuff; S4 AP5 or S5 AP4 combined with no cover saves is good for nuking as many orks/termagants/non-marines as you can fit under a template. It'll still force saves on marines and the like.
Blast weapons LOOK good on paper, but if the enemy uses their 2" coherency to the max and lines up properly (IE a line instead of a group hug) they can make sure you don't hit that many troops with a large blast. On the other hand, blast weapons in crowded areas are likely to hit at least SOMETHING, but this can include your troops if they're nearby.
Frankly, most infantry have these. It's not your ideal weapon, but if you catch the enemy out in the open or shoot enough of them with these, they'll work. Everyone laughs at lasguns until 30-40 guardsmen point them at you...And even a 10-man tactical squad can crank out a fairly respectable number of wounds.
Not everyone belongs in assault. Those that do tend to have either a LOT of attacks, or good quality of attacks (IE: ignore armor saves and decent strength) or both. The poster child for heavyweight assault troops is the Thunder Hammer/Stor Shield Terminator. While they only have 2 attacks each, they are hard to kill (T4, 2+ armor save, 3+ invulnerable save) and hit hard (S8, ignore armor saves, and survivors go at I1 next time). The flip side is something like the Hormagaunt, which is only 10 points for something with S3, poison, and 3 attacks on the charge with Furious Charge and I5 base.
While this IS a critical-hit wall o' text, I (and others) could easily go into more detail on the various points. I think I've covered the salient, basic points for the scenarios you'll commonly see. I mean, most of the time you'll have to deal with objectives, and all armies can bring vehicles (or MCs) and infantry. I will probably try to break these points out in greater depth for my next few non-hobby articles.
In the mean time, I've got a heap of bugs to paint, and still have Tyranid Primes, Hive Tyrants, Hive Guard, and Harpies to convert. There's also 30,121.57 Termagants to paint. Finally, there are the Trygons to build...but it's all good.
*Unless it's zombies.