I always advance like a tidal wave, attacking many border provinces at once. The goal here is not to create an invincible army, but to make a couple fragments that are still able to trounce the AI from 25 - 50 men each. or 10-20 Heavy Cavs. Never let an enemy army into your succulent innards -think clam-!
Let me demonstrate here.
M = my provinces, they've got nothing but defense points if they're attacked.
mad face = my army, big and mean!
< = enemy border provinces
? = deeper enemy provinces, they won't know what hit 'em.
Figure A. Turn before attack
MMM
< ???
MMM
< ???
MMM
< ???
MMM
< ???
Figure B. Turn after attack, my armies are where their border provinces used to be.
MMMM
???
MMMM
???
MMMM
???
MMMM
???
Edits: Work, damnit!
Edit 4, I believe: It's also good to make sure you have spare commanders/armies so you can split forces when the enemy border has more provinces than yours, and you can reinforce armies with part of another army and not have completely neglect the latter army. Also remember to keep sending reinforcements into the front! Especially before sieges.
[ April 15, 2004, 20:37: Message edited by: HotNifeThruButr ]