Economy, economy, economy.

This is the real cash-cow of the game. Other than 'obvious' expansions for Russia and making China in your satellite/sphere, build up your economy by investing in infrastructure and if your political party allows it, factories. (Usually best early game, so you can choose a state capitalist/command economy in order to construct factories to kick start it)

I generally play as smaller nations and not really warred unless it was unification such as using Prussia to form Germany.