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"He who wishes to fight must first count the cost... when your weapons are dulled, (...)and your treasure spent, other chieftans will to take advantage of your extremity..." -Sun Tzu, "The Art of War."
Chapter 1: Learn Your Economy (Level: Beginner/Intermediate)
The most important aspect of a real-time strategy game to master is the economy. Without a steady source of income, units cannot be built or reinforced, structures cannot be built or repaired, and upgrades to your army cannot implemented. It is vital, therefore, to know your economy and how it can be expanded and made more efficient to serve your needs.
Resource types: there are 3 types of resources in an RTS: field resources (examples: Tiberium in Command and Conquer, trees in WarCraft II) which must be harvested by separate units; point resources (examples: mines in Warlords: Battlecry; strategic points in Warhammer 40,000: Dawn of War) which are generated when the point is captured on the map; and generated resources (examples: energy in DoW and Supreme Commander) which are created by structures you build.
Generated resources are the easiest to expand: if you are running low, build more resource generators. They are also the easiest to defend, if you set your base up properly (which will be covered in a later chapter).
The other two types are much more difficult: anyone can access them, and units need to be tasked to them for harvesting and defense. Recognizing this is of paramount importance: your economy is the most vulnerable aspect of the game. Guard it carefully.
Any buildings needed for income generating should be built as soon as they are available. Any prerequisites for those buildings should be built as soon as the battle begins. As soon as resource-gathering upgrades are available, research them. The faster your economy is started, the sooner you can shift your attention to preparing for war; the better your economy is tended, the less effort it takes to maintain.
Single resource balancing: this is simple to achieve. If you need more income, build more resource gathering units. A good practice is to have at least 2 points for delivery, and at least 3 gatherers in operation at any given time (for example: best practice for a Command & Conquer game is to build 2 refineries at opposite ends of your base, and when available, build a 3rd harvester).
Multiple resource balancing: this is much more difficult to achieve, as the resources can vary in method of gathering, rate of generation, and the number of resources needed (Rise of Nations is perhaps the harshest economy to balance: six resources [Wealth, Food, Wood, Ore, Oil, and Knowledge] generated by 3 different methods!). However, at least one principal remains the same: if you need more, task more units or build more buildings to increase income. If you are generating a large surplus of one resource and need more of another, move units from the surplus generation to the other.
On several games, it is possible to trade one resource to purchase another. This can be a good short-term solution, but a poor-long-term one: by selling a large surplus, you generally drive the price down for that commodity, and over time it won't be worth enough to keep your economy flowing. A better solution is to use the trade income to build units or upgrades to boost the sagging resource's generation rate.
Know your Technology/Build trees from a resource standpoint. If you know you'll need more of a resource at a higher tier, secure as much of that resource as soon as possible. Preparation in advance is an excellent key to victory, and can be applied to any aspect of the game.
Point resources: capturing these requires balance. Capture too few, and you may not have the income needed to advence later on. Capture too many, and you may find yourself stretched too thin to defend them all. Capture enough to fuel your economy at the outset, and when you have sufficient strength to mount an offense, begin capturing more: in this way, you can make expanding your economy part of your attack.
If structures can be built on these points, do so as soon as you capture them. This will give you extra protection for the point, and a measure of forewarning to an adversary's movements (by increasing the sight range around the point). Many times, the structure will have weapons as well, giving you some extra defense for that point.
"...forage on the enemy... use the conquered foe to augment one's own strength..." -Sun Tzu, "The Art of War."
The same rules apply to your opponent: his economy works with the same general resource rules as your's. Therefore, your first objective in any attack or raid should be to deny them resources and resource gathering. Attacking the economy denies your opponent the ability to reinforce his units, repair structures, or upgrade their army. It must be your priority target.
If you can, capture buildings that generate resources from the enemy and use them for your own economy. If you cannot defend it, sell it: a destroyed building is worth nothing, but a captured/sold building is worth at least half of its original purchase price.
If you are on the defense, ensure your own economy is protected. Repair buildings under attack as quickly as possible; if you can't keep ahead of the damage, sell it rather than lose all of your purchase price.
Finally, avoid having a large surplus in your coffers. Enough for a replacement resource-gatherer is generally sufficient: anything more, and you are at risk of being overwhelmed by a superior force. It doesn't matter if you have a large sum of resources available... and lose the battle.
If you find you are gathering much more than you need, build more units. If you have build everything you can, upgrade your units. If you cannot upgrade any further, build another base (this is a good defensive move, which will protect you in case the worst happens; in some cases, this will allow you more upgrades and structures, which will also help disperse any excess surplus).
Conclusion: your ability to wage war is directly tied to your economy. Master your economy first, and you will be one giant step closer to victory; many of the principals you learn now will apply to other aspects of the game.
(Next: Chapter 2: Terrain)