Hehe, I have countless of retries on several of the missions (I play medium difficulty), and it often helps to change some of the units, and of course the strategy.
Something that is REALLY important, is to order hold fire on the AT guns until the enemy is around 600 meters away, if not they will spend alot of armour piercing ammo on looong range, which is a waste. The penetrating power is crap on long range anyway. (And HE is useless against tanks when you are out of AP) It is of course quite exciting to watch armour advancing while HE rounds fall all around your idle AT guns.
In some of the missions you have no tanks at all, only infantery and AT guns. That is true horror.