From: Leeuwarden, Netherlands
In addition to the answers above;
1)Calliope already answered this one, but let me add that building things in *factories* instead of cities is much adviced. Usually in cities I build things like Supply, PP's, Inf and Staff and the like. Those you can't build anywhere else. Tanks and Armoured cars you can build in factories, and they have four porduction sliders. Whenever you want to change a production in a factory and don't want to loose the remaining production points, just choose a different production slider.
2) Sometimes I think ATG is the time between WWI and WWII because you start largely with Infantry units, Rifles and Cavalry, and end up with largely motorized units. I said "end up" meaning near the end of the game when you control lots of oil wells. Early game is all about Rifles, Cavalry and *horses*. Almost everything is done by horse early on, Artillery is drawn by horse and so is troop movement. Mechanize too soon and your Tanks are useless. So that's when the hunt for oilwells begins. Note that your airforce uses up even more gas, lots and lots more in fact.
3)Build roads/railroads with your engineers. Depending on ground conditions and movement type of an unit, an unit can be out of supply witin a few muddy hilly hexes. So Cavalry can be farther away from the supply grid without supply problems than tracked units. By building roads to them you widen your supply network.