It's easiest when you are the defender - just drop them in a wooded area during setup. Sometimes very slight changes in their position or facing will hide/unhide them, so you need to fiddle with them a bit. One thing I've found is to make sure you turn off "fire at will" for any archers/etc. that you hide in the woods, as they will become spotted as soon as they shoot. Also, hidden units may be spotted as the enemy moves near - they generally can't stay hidden forever.

After you've moved it's a bit harder. Try to get to some woods, a little bit back in from the tree line, and don't move - the longer you sit still the better your chances of becoming hidden are.

Note that your general is never hidden. YOu can sometimes use this to your advantage - use the general to lure the enemy past some hidden units on the flanks, or into archer range.

HTH,