I go for Africa and then the Middle East and then reinforce
until I can take So America, and then nibble away at Europe
or N. America.

Africa is somewhat easy to hold and offers an extra army over
So American or Australia which seems to be an edge over
those two continents. Moving from East Africa to the Middle
East keeps the number of territories needed to defend the same.

I think going to Asia is insane. It is too big, has too may borders
and always fails.

Have you tried putting two game boards together? It makes the
game more interesting. Then one of the Asia's is a good option.

"Wally" wrote

The Middle East is one of the *hardest* territories to hold - it borders
too
many other countries and is thus open to attack from all sides. Of the
contnents, Australasia is the easiest to hold (1 border), followed by
South
America (2 borders). Africa and North America next (3 borders each).
Europe
(4 borders) and Asia (5 borders) are invariably a bloodbath.

Of the countless games of Risk I've played, I never saw anyone make gains
out of trying to control the Middle East unless it was part of a
successful
wider strategy, namely, to capture and hold Asia for long enough to start
earning reinforcements. Hard to do because those in Africa and Europe know
what Asia is worth and will keep trashing the Middle East to prevent Asia
from consolidating.