Good posts from all, now.

I fully agree with ToronagaSama's advice about appropriate garrison sizes but must admit I was particularly slow in gaining an appreciation of its importance.

My previous problem was a tendency to (budget permitting) maintain full-strength armies in every single border province. The purpose of this was that I either wanted the enemy to attack, so I could have a go at pulverising them or, naturally enough, that I didn't want them to attack because there was a particular reason I didn't want to let go of that province. Result? Usually a long - and very dull - stalemate.

It was only very recently that I finally realised that MTW buildings don't get damaged or destroyed until the enemy has finally won the province outright, not when you've merely retreated to the castle. I could be mistaken but I seem to recall you'd get both demolition and siege, in Shogun, if you lost a battle so I could have developed this bad habit as a result of that. The full garrison was to make sure I never lost any battles in the first place, if attacked.