Moscow '41 Starategy as follows:
Infantry only in towns/forests, armor only in open (non-towns/forests)
Advance slowly and always back-up units, especially armor with artillery.
Always pre-bomb enemy armor with artillery & tacticals before ground assault.
Achieve air superiority asap. Cease spending prestige on fighters, save for tacticals.
Never accept 2-hit on self combat prediction. Use more artillery & tacticals first.
Use overwhelming numbers in all attacks. Never let a unit escape alive.
Either don't attack it at all, or be committed to destroying it in one turn.
Attack at Lower Right, Drive to 2nd Airport on Right & Kremlin and maintain line between.
Never allow intruders through lines. Be prepared for counter attacks from top right & left.
Achieved Decisive on Turn 22.
If you didn't start with my army (see below), I think you'll have a tough time.
I'm a veteran PG1 user, just bought PC with '39, '40 & '41 campaigns.
Played '39-'45 Campaign at Colonel. Decisived almost all. Replayed some.
Descovered that artillery and AA are not as effective as in PG1.
Bought extended campaigns.
Set '39 to Lieutenant, '40 to Colonel, and '41 to General (to get the feel, first).
P.S. - I suspect that Field Marshal from the beginning of '39expanded is almost impossible.
Replayed some scenarios, not willing to achieve anything but a Decisive.
Always Elited units (usually just back to 10), never ordinary replacments.
Fighters always to overstrength max.
When I reached Moscow '41, my army was as follows:
All Units at 3 Stars, 34 Units
5 Artillerys (HTs)
10 Pz IVFs
5 Pioneers (HTs)