Basics: Germany in World at War has an extremely difficult job.  It will take a little bit of luck and a lot of thought to turn out the victor over the allies.  Being on a gigantic peninsula and within striking distance of all three allies, you must not only defend yourself at all times, but also capture Africa and Russia as quickly as possible.  You should control Moscow by the 4th turn that America is in the war, otherwise the might of her industry will begin to overcome you.

Anti-Normandy:
 
By Master Sergeant Beutin

The key to surviving as Germany is to keep the British from Invading France or Germany from the sea.  Defending Germany is usually easy, since most of your equipment is built there.  But, how does one keep France safe when it is the same sea-zone as Great Britain?  The first thing to do is keep a minimum of 6 infantry in France at all times.  Do this by investing heavily in infantry the first and second turns.  Also, on the second turn, buy one or two AA/AT guns.  This forces any invasion to risk Britains tanks and Aircraft . . . the more he brings, the more shots you get at his equipment.  Finally, keep a fighter in France at all times and when available, a panzer tank.  The two combined make a wonderful team.  In the sea, create a sub pen and invest in subs each turn.  Keep these subs attacking the British fleet so that any build-up is slow and expensive.  Remember that in order to afford all these things and attack Russia successfully, you'll need most of Africa under your control.  A factory in Egypt and 2 armor units produced there should be more then the Allies can handle, unless you're playing against a talented Ally player.