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The word "strategy" when used in military terms, is supposed to refer to the overall goals of the war while the term "tactics" is used to refer to the actual ways in which the fighting is conducted. I wonder if you are referring to tactics in this question.
Tactically, the major difference between the Germans and the Allies was that the Germans had much more machinery (and were therefore more mobile) and much more coordination between their various forces (infantry, artillery, armor, air). These advantages allowed them to move much more quickly and to bring much more force to a given place on the battlefield. Because they could do this, they were able to win easily during the Blitzkrieg portion of the war.
If you really are talking about strategy, the German strategy at the beginning of the war was to quickly knock France out of the war while keeping the Soviets out of the war through diplomacy. Hitler believed that the English would then decline to truly fight Germany once they had no continental allies. The Allied strategy at this point was simply to hold on as long as they could. This changed in 1941 when Hitler invaded Germany and (late in 1941) when the US entered the war.
The German fighting strategy, as was noted in post two, was one of Blitzkrieg, or lightning war. The idea was to quickly overrun the enemy with overwhelming force. This is evident by the attack on Poland and later France, which were completed in short time frames. The attack on Britain followed a similar tactic, the idea was to overwhelm Britain with relentless air strikes followed by a land invasion, which of course never took place. It was only after the failed invasion of Britain that the Germans launched Operation Barbarossa, the invasion of the Soviet Union.
The Allied strategy was to contain Germany as best as possible. At several war conferences, it was determined that the German advance needed to be stopped before dealing with the Japanese advance. The Allied strategy to defeat Germany did not come into fruition until after the German advance into the Soviet Union stopped on December 6, 1941, one day before the Japanese attack on Pearl Harbor. At that point, as the German army retreated from the Soviet Union, the strategy became one to defeat Germany in a pincer type offensive, with the Soviets advancing from the East, and the U.S. and British forces advancing from the West. This began in the West with the D-Day invasion of June 6, and continued until Germany was completely overran, Berlin was captured by the Soviets, and Hitler committed suicide.
I guess another major difference was that Germany found itself fighting a war on two fronts as it invaded both Russia and France. Whilst what #2 says is obviously correct, at the same time, fighting a war on two opposing fronts is a big risk that arguably stretched the German army to its limits. Because Germany was the aggressor, the allies did not have to do this and could thus attack Germany from a number of different angles.
This question has been discussed often by Richard Overy, an esteemed British historian. You may want to look at his writings, which in turn will lead you to other writings, which in turn will lead you to others. Half the fun of researching any question like this is discovering the multitude of ways in which highly intelligent people have approached it and come up with often vastly different answers. Here's a helpful link: http://www.bbc.co.uk/history/worldwars/wwtwo/how_the_allies_won_01.shtml
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