border management and defenses - do you use them? up to what value?

This is where mobility comes in very handy. Mobility can win you more wars than pure strength. This is also why Supercombatants are so dangerous/good. Keep your lines held by either Castles, armies, or by offense and killing supply. Spells like Call of the Wind, Call of the Wild, Horde from Hell all make terrific 'mop up' spells that will let you harrass or kill armies inside your lines. If used in conjunction with flying armies/units and good guessing you can kill an army that breaks through your lines without much trouble.