I'm having real troubles at the moment with Warmachine. Especially vs Cryx and Khador, I can trade really well all I want, in the end I'm up 15 or 20 army points, someone pops their feat, Warcaster charges in, I lose 2-3 warbeasts, game ends. I just played eSorscha, took out all her doom reavers, half her Deathstar and Beast09, her only jack. Feat turn, 2 manhunters and sorscha kill Ghetorix, Stalker and Woldwarden, who had 10 pts of dmg between them up until then. Same deal with Venethrax, who had maybe 5 pts of army left on the field. The people I play keep their stuff covered from assassinations really well, and I find myself having to commit to the trading game very often, but even when I come out ahead, I rarely get into anything resembling a moderately safe board position.
How do you do it?