The first thing you must do is find a decent hiding place for at least one of your worms. This will usually be on one of the sides of the landscape, preferably one where there's plenty of landscape to burrow into and few worms to threaten you. If it looks like you'll be able to come out of cover just enough to lob a grenade then run back in, so much the better. Start blowtorching immediately, then on subsequent goes take out anything near enough to threaten you.
With your other worm(s), you can be a little more aggressive - or you can choose to hide them too. If your already hidden worm is quite safe, you can select away from it when its that worm's go, so as to maximise an aggressive worm's potential before it snuffs it. If you do try aggression to start with, it's usually worth hiding on another worm at the end of the go - preferably one who won't be having a go before you get to move the worm again. The enemy will rarely fire at a friendly worm directly, and you can use this fact to great advantage.
Despite the above, an enemy with no other alternatives will sometimes attack its allies. This is wonderful, as it means that when you're down to one well-hidden worm, you can chuck grenades without doing too much damage, hide again, then watch as they kill far more of each other than you could possibly do.
Remember your strikes! Save them until they're going to be really useful, but certainly don't venture out near the end until you've used them all up - unless you can guarantee victory anyway, of course...
... which leads me nicely onto my next point. Try to keep a ninja rope and the jetpack for the last turn, as you can often come out of cover when there's one more worm, and make absolutely sure you kill it. Often it's not got much health left anyway, or you can knock it into the water as most of the landscape will be gone - either way, it's a good deal quicker than hanging around trying to get it from a long range. Do take care that you can definitely kill it though, and that it's the last one.
17: Field Marshall
14: Highly Distinguished
11: Highly Competent
9: Fairly competent
8: Above average
5: Below average
0: Absolute beginner