I recently started trying to play Vasteel, but God, is it ever hard! After several hours of playing, I still can't beat the first board.
Once you get the hang of handling your ATACs, it gets far easier. I had trouble with it the very first time, but the second time I absolutely slaughtered it and have had no trouble since. Understanding the capabilities of each machine is important too, and figuring out the fastest way to reach each city given the environments around them. Exploiting weaknesses in the enemy's AI also helps tremendously...enemy ATACs will not fire their missles until they are perfectly aligned with you, so it's very, very easy to bait them into firing repeatedly and wasting their missiles. Watch out for ATACs that have charge times on missile fire though...if you try the "bait and evade" tactic with them, you have to use good timing or else they might send a missile up your tail.
An ATAC without missiles is largely a sitting duck, even against much weaker ATACs (of course, this doesn't exactly apply to some of the super-powered ATACs such as Stormer or the ultra-badass Reaper that can just punch you to death or fill you full of powerful bullets). Another thing to get under control is the firing of your own missiles. Some ATACs fire right away, some have a charge time. If you play as Falial, an army of Grunts (Grunt, Sandgrunt, or Aquagrunt) can be very effective in keeping back some of the bigger enemy ATACs. If you play as Stefan, Blenders do the same for him (Scouts are largely useless, though they do pack one hell of an arsenal of missiles). Both of these ATACs fire their missiles immediately. ATACs like Leech, Disruptor, and Bile have charge times on their missiles, so a good way of using them is to start firing, THEN aim your shot rather than aim and fire. When I play as Stefan, I can play through many of the land maps only building Blenders and finishing off the enemy base with a Bile or two. If you need any further help with the game, let me know.
Anyways, I'm not playing anything at the moment, as my TG is at my new house where there's no power just yet.