Depends on your potential enemy(s) on how you should set about attacking. If the enemy is strong, has lots of tanks, and has railroads connecting all his cities, you should, IMHO, use a diversionary tactic. Land a boatload of defensive units on a hill, jungle or whatever. Then use BB's to bombard all the roads/railroads surrounding the square your units now occupy (note:this may take a few BB's, so bring plenty!). This way all the enemy counterattack units burn up their movement points trying to smash your (infantry?) stack, and won't be able to scramble back to handle your main attack which you can land at your leisure wherever you like the next turn. The enemy units will also still be sitting there next turn, and you remember all those BB's you just used to bombard the roads with? Hehehe.
If the enemy is weak, ie, only has cavalry for counterattack, fill each transport with 2 infantry and 6 tanks. Unload 1 of these transports near each city you can. Land from every direction you can and get into range of as many cities as possible. This confuses and frightens the poor AI. Laugh quietly to yourself as the AI scurries back and forth, workers dropping their tools, chaos in the cities, Muahahahahaa.. ahem.
Anyway, Lawrence's ideas about the MPP's is pretty spot on. But I would hesitate to use marines unless the AI doesn't have infantry. One possible use for marines is if you blast a city so badly with bombardment, the defenders are so weak your marines actually win!!! The nice thing about taking a city this way is that you can move your other transports into it and all the unloaded units keep their movement points, so you can attack with them on the same turn. Unfortunately, this is more of a surprise attack/blitzkrieg tactic and won't work with Lawrence's MPP strategy.
Whatever tactic you use, remember the overall keys to victory,
1. Intelligence (info about the enemy, not how smart you are!)
2. Specific Goal (Total conquest, take a resource, etc.)
3. Speed (Achieve your goal quickly)
4. Mass (Apply the appropriate force where it's needed)
Hope these tips help some and good luck with your conquest. I say take 'em all on, it's more fun!