I think if you do these things then you will not find the axis so hard in your games.
1. Build agressively with Russia if they do not have the ability to punish the axis for advancing then this will really hurt you. Plus by doing this it will keep your IPC up giving you the ability to fund your war against germany specifically in the first 3 rounds.
2. Never totaly give the pacific to the japs without a fight for the americans. Even if you are doing an all out KGF.
3. Never run every inf from the east to the front lines they are needed more as a gap stop for russia.
4. Never forget about africa the 10 IPC is huge benefit to either side because it is really a 2 IPC swing per IPC.
5. Biggest of all I think for the allies is to make very strong attacks that will limit the dice factor. Unless you really need to do an attack always wait for better numbers later on.
6. Always keep an eye on the economic war and try to keep it over 10. Joined with 5 this will probably make the game longer but will make the allies win 60% of the time.
Hope that helps. If you want some pointers I will play you in a thread game here.