Having a solid plan when building and playing your warband will make you a better Dungeons & Dragons Miniatures player. When you show up to the table with a strategy in mind, you have fewer decisions to make on the fly. This leads to fewer mistakes and gives you more time to think about other important issues, such what your opponent's plan might be.
Paramount to D&D Miniatures is the use of concentrated fire: focusing all or most of your attacks on a single target. Concentrated fire rids the board of enemy creatures more quickly than attacking multiple targets. This reduces the potential damage your opponent can dish out, making it harder for her to return the favor. Most players know that they should focus on taking out one creature before moving on to the next, but few think about this when building their warband.
Building to Plan
While constructing your warband, think about how your creatures can work together. For example, if you choose nothing but slow melee attackers, your opponent can easily prevent you from ganging up on a single enemy. Instead, choose a mix of creatures that amplify one another's strengths. There are three categories of creatures that work for this strategy: tanks, secondary melee attackers, and ranged attackers.
Many creatures can fit the role of a "tank," a tough melee combatant. Keep in mind that damage output is not as important as the creature's ability to take damage. Look for something that can tie up your opponent's forces and survive long enough to give your casters and archers time to rain down the arrows, acid, and fire.
Secondary Melee Attackers
This category includes creatures that can easily engage the enemy after your tanks have moved into the fray. Creatures that fit this role well have Melee Reach with low Armor Class and high attack bonuses that deal lots of damage. Since your tanks are taking all the hits, secondary melee creatures don't pay the price for a high AC. The Minotaur (Melee Reach 2, AC 14, melee attack +7/+2, damage 20) is ideal in this role.
Creatures with Flight also work well for engaging creatures that are already in combat. They can fly in behind your enemies' line without provoking attacks of opportunity, which not only allows you to concentrate attacks on one creature but also enables flanking.
This category comprises spellcasting creatures and archers, which can launch attacks from a distance.
Not many archers are good for the concentrated fire strategy because of penalties for shooting at an enemy in melee (+4 to the target's AC) and for cover from any of your own creatures in the way (an additional +4 to AC). To minimize this, choose archers with Precise Shot, which ignore the penalty for shooting into melee.
Spellcasters take no penalties for targeting creatures in melee and therefore make great choices for the ranged attacker role. Look for casters with damaging spells that don't allow a save, such as scorching ray, Melf's acidarrow, and magic missile. In the Chaotic Good faction, the Halfling Wizard fits this role well. Not only does it have two scorching rays, but it also has an unlimited supply of magic missiles.
Many commanders work well with this strategy. You should pick a commander that fits into one of the three categories above. The Moon Elf Fighter is an ideal choice, with high Armor Class and a Commander Effect that lets followers all activate in the same phase. This lets you take full advantage of concentrated fire before your opponent gets a chance to react.
Playing the Plan
Terrain tiles with lots of walls and tight spaces lend themselves well to this plan, since only a few of your melee creatures need to be adjacent to the enemy. Be willing to wait for your opponent to come to you if it lets you defend at a choke point.
Keep your ranged attackers in a safe place. There's no reason for them to be near the battle as long as they can see it.
Overall, this plan is not difficult to follow -- most of your work is done once you've built your warband. Remember, as long as you show up to the skirmish with a solid plan, you will already be one step ahead of your opponent.