Are you putting you leader in front line ?

[PrinzMegaherz]

It also depends on the race you are playing.

If you get a few people much power army like Ulm or Jotunheim, then let your commanders attack. If you got lots of cheap troops, send them in first, your commander would make no a difference anyway.

Especially Ulm is capable of forging lots of cheap equipment for your commanders that will give them some chance of survival.