As Arbaces stated, there´s no universal tactic, the factions in BI are way too different from each other for that. A good suggestion would be (foot) archers, they´re cheap and you get more men (and consequently more missiles per volley) than with a mounted unit. Yes, you´ll lose men, but so will the Huns, only that (hopefully!) you can afford to lose more than they can. Another important point is the strategic level, try to block chokepoints (Rivers are great, even if a lot of Hunnic units can - and will - cross by swimming, as long as they´re in the water they´re sitting ducks. Also, if playing a faction that has them, bring some Onagers to toast whole bunches) so that only one or two, at maximum three, stacks can attack you at a time. Train dedicated General Killer units, fast and strong cavalry; Sarmatian Auxiliaries are great for that. Remember, in order to kill a Horde, you have to kill off all Family members, a daunting task, if only one survives, at least one other will spring up. Loads of assassins (prepare to lose a lot, train them up on Captains) help managing Horde faction just as well as killing their family members in battle (that´s why you´ll want fast and strong cavalry units, the AI isn´t so stupid to throw their family members into the first wave anymore, and if it does, it tends to retreat the family members from the field; only "strong" cavalry isn´t bad if there´s no alternative, you have to plan a bit more ahead then, but I suppose slow, heavy cavalry is better utilized otherwise).

Such, at least is the condensed experience of two (Goths and WRE) campaigns for me.