Eric Raymond a while back published some observations on strategies to win games, titled A secret of game-fu.
I have a rule: when in doubt, play to maximize the breadth of your option tree. Actually, you should often choose option-maximizing moves over moves with a slightly higher immediate payoff, especially early in the game and most especially if the effect of investing in options is cumulative.
This rule has many consequences. In pick-up-and-carry games, it means that given any choice in the matter you want to start by deploying or moving your train or spaceship or whatever to the center of the board. You minimize your expected distance over the set of all possible randomly-chosen destinations that way. You give yourself the best possible chance to “get lucky” by finding a fattest possible contract or trade opportunity that you can deliver in minimum time.
More generally, in games with multiple paths to victory, open as many of those paths as you can. And heavily favor moves that help you explore the possibilities faster than your opponents. In Empire Builder, buy the faster train as soon as possible. In Merchants of Venus, the first ship upgrade I bought was better engines.
This is Taleb’s “Antifragility” as strategy. Keep options open, fail fast, and allow for and accept that some paths, if not most, will fail.