Your strategy is pretty decent–the Airstrike on the Allied Fleet T1 (turn 1) is a classic move, and trying to roll over USSR with INF and ARM is also pretty classic. A word of warning about AA guns–check out their stats–an AA gun may be captured and gets only 1 attack (at 1) vs. any Aircraft in the attack–one time! Your AA gun in Finland Norway is as good as dead and will be captured by the Allies for later use against YOU! Also your buddies may be deceiving you–Western Europe BEGINS THE GAME with 1 AA gun–don’t build it if its already there: you can’t use 2 at 1 time.
Naval combat in A&A is very different from land combat–your Japan player needs to learn to protect his/her transports better to have more of an impact. An Industrial complex on the mainland can help a little, but TRs are still your best bet for moving a lot of land units (especially INF) quickly. As in WWII, if Japan’s industries are cut off from the war front by the destruction of her fleet, she is as good as dead.
Best advice to win: learn to play as your enemies. Get a feel for their strengths and weaknesses so you can predict what they’ll do against you. Then take measures to prevent them from doing so when you’re back in the seat w/ your favorite country.