I like using a more defensive strategy. Saving weapons until the very right moment, hiding your hedgehogs in places hard to reach and letting the enemy kill himself (this happens too). When enemy used most of his weapons and is out of options, use all your saved supplies to reach and finish him off.

While not directly related to Hedgewars, I used this strategy in a Worms tournament. I tried to keep as many of my worms alive as possible and wait for opponent mistake to use it against him. And well, I took the first place.

I didn't really test this strategy against Hedgewars players though, as most of rooms use Highlander and playing defense is inefficient if you have bad weapons. You just keep your hog until the last turn and all he has is a whip and additional damage. Well... ¬_¬

This should be answered with answer that are "Relative"

I Should ask first,,, Strategy in "What Modes" ???
There will be some answer that only match a modes specific, only...

For Highlander,,, i have my strategies to "Let Them Like Smartguy and I Try Go Like A Fool Until The Table Can Be Reversed" ,,, It Approved Several Times... BUT !!! I Still Lose ( DANG DONG !!! ) ...I Lose because, yeah unlucky and bad skills (srsly, Luck going be my several problem),,, but nevertheless, my skill actually not good, instead it worst, im not accurate D:
but i MANY Times got OP Hog (can got 2) ,,, Uberhog or Superhog, in the end it should be really funny LOL ROFL Joke for me XD ,,, really, ask Captain Proton for example, its really funny when i lose when i got OP vs Last hog of them... NOT A LIE Guys ;!
Hold on !!! "Try Go Like A Fool" ,,, is this OBVIOUSLY TRUE OR ??? Nvm
but it is my strategy in High,,, some other more. If you ask about why like that ?
I Just letting they kill my hogs when it is "Useless" and letting my hog going fewer and fewer BUT NOT ALL GONE DEAD,,, Tactic,,, its Tactic,,,

Sorry,,, just want to share my ClownJoke playing experience,,,

And other modes should have other and even opposite strategies ,,,
In default weapon mode,,, no way i play like that Q;

Up to you ,,, But STILL :
"Best Strategy is DO NOT LOSE"

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And when the enemy hid beneath an underground fortress complete with girders and mine traps, you simply flew high into the sky with your UFO, let yourself come crashing down towards the earth, and telebombed them for 100 damage.