All infantry is like cutting off your own legs indeed, a bad choice.
When Germany is clearly building for a Sea-Lion, sorta ignoring Russia, i like to show abit of muscle in Russian purchases and moves, hoping the aggression will make Germany nervous. I might buy a bomber or an air unit, together with artillery (great for teaming up with the many infantry thus increasing Russian counter-offensive power)
But i always start with the slow land units, further turns i’ll buy a few mechs and an occasional tank. And infantry, of course. If i feel cocky i’ll buy abit more airforce. have never bought naval units; probably never will.
If Germany goes Barbarossa from turn 1 (i never had this happen) i think i’ll still go with art/inf buys turn 1, the possibility of counter attacks makes that the Axis have to move more cautiously. But if the Axis give me some slack, i’ll gladly take it ;)