Playing Allies is… Well, by now we (my buddy and me) have definitly pivoted to “Axis has a serious advantage”.
My current strategy has a fairly large focus on the Middle East and shutting down Japan. Germany needs longer to fully get out of control than Japan.
With UK Europe take Iraq Turn 1, build a factory there, and use it to keep Egypt under your control. Italy needs to be cut down to size fairly quickly, or you are forever fighting a big annoyance there. Turn 2 UK can destroy the ethiopian Italy forces, and afterwards it gets a bit situational. I like to do the Taranto raid (full strike against the sea zone east of Italy), and a strike against the Seazone around Malta in Turn 1 too.
UK pacifics goal is to keep India for as long as possible. The Iraq factory can support counterpressure on India too. You are likely not going to get on the offensive with UK pacific, unless the game is mostly over anyway.
US drops most of their forces (at best all) into the pacific for the first 5-6 rounds. Build up a fleet that can challenge the japanese offensively with the support of some strategic bombers. Defensively you want to sit somewhere with an airbase, which allows fighters to scramble from there. Your goal is to get into a situation in which the Japanese can’t ship forces from Japan towards India, and in which the mainland Japanese factories are threatened. Taking bake the Phillies will likely be impossible, so the Carolines or (if ANZAC has enough money) a forward operating base at DNG or Java is great. Malay or Queensland work out too but are placed worse. Queensland is already a fairly defensive position. ANZAC works in sync with this, and should try to contest the indonesian islands. I have now gone away from using suicide transports, but ANZAC is pretty much the one exception for this.
The chinese goal is… well, survive. Japan will want to push through you, but you can’t let that happen or the SU is in big trouble. Pick your battles, preserve your forces as good as possible and grind down on the japanese ground forces. You get ground forces back faster than they do.
For the SU… well, I like a slightly unconventional approach. Keep all the siberian forces in the east. They are a serious threat to Japan, and need to be dealt with. Attack Korea early (SU 3 likely), and be that constant threat in the north.
Europe is in this case mostly about survival. You want UK to stay defensive in the home islands, take Eire in UK1. Buys there are dependent on what else is happening. If the navy is still alive (unlikely) you can be offensive, otherwise the goal is to keep Gibraltar and defend against Sea Lion as cheaply as possible. Always prefer to buy airforce, compared to INF-stacks there though.
The Soviets need to really really pick their battles. Unless Germany goes hard for Sea Lion, they will get most of the german (and possibly italian) IPC thrown against them. Unless the german airforce is nightmarishly out of position, you want to retreat. You can get into a position to beat the main german stack(s), but this needs to be done carefully. The target is to not lose Stalingrad and the Caucasus (in this case the eco swings very very badly against you). But in general, rather lose a couple of territories, than take a battle that is unfavourable. Early buys should be mobility focused (always keep a small airforce, and always have some MECH/TNK, to take back areas), afterwards you want that mixed INF/ART stack to counter a german attack that went to offensive.
As soon as Japan is “under control”, the US needs to throw their forces towards Europe. Control of 91 is crucial. From then on you got offensive choices. Rome or Norway are the main targets.
But yeah, it is hard as the Allies. We are now close to actually introducing a bid, as the last couple of games have been very axis-advantage (interestingly the first few games were different)