Looking back a history, I see we have a couple of different options:
Germany 1945 AD: Battle of the Bulge - Commit most of your resources to a single thrust in hopes of breaking out and wreaking havoc behind the front lines.
Russia 1943 AD: Operation Scorched Earth - Slow retreatiing leaving nothing of value so that the extended supply lines and elements weaken your enemy allowing a counterattack at a weak point in the lines when the time is right.
France 1940 AD: Dunkirk - We retreat to the beaches and hope some one sends boats to take us back home.
Rourke's Drift 1879 AD: Zulu - Create maximum defense available and keep killing until they go home.
Montana 1876 AD: Custer's Last Stand - We send our mounted units after all exposed ground units and hope they get back home.
Texas 1836 AD: Remember the Alamo - Pick a single point of defense and hole up in that location hoping for reinforcements.
Atlantis 9000 BC: The island is sinking - Build as many galleys as possible loading each of them up with a settler & legion and look for a single tile island to hold onto until Amphibious Warfare is discovered.
Maxia 2333 AD: Picard Manuever - We point to the right and say "Is that Elvis?" and when they all look we kick in the Warp Drive for a second and the attack them from the rear, appearing to be in two places at once.