The Main importance of the game is a proper setup. without one you will find it hard to win at all.
Firstly decide what type of setup you'd like. a defense turtle (with enchantress), or a power turtle (without enchantress). I'd reccomend turtle setups for any grey player, as grey's just don't have enough firepower to go all out offensive, as well as turtling require the most strategy, and is the most reliable type of setup. You can choose a rush setup too, but rushes are easily taken down by a good turtler. For a defensive turtle, begin with the knight wall, usually with a lightning ward. an example of a few really good grey turtles is shown here. no drops. You can replace the enchantress with a pyromancer in any of these setups to convert it to a power turtle. You might need to put it in a different spot though.
Bottle's Grey Setup (Turtle)
http://img296.imageshack.us/img296/7628/bottlesgrey1xs.png
INUYASHA's Defensive Turtle
http://img6.imageshack.us/img6/360/kainew6bq.png
INUYASHA and Solingro's Centre setups
http://img.photobucket.com/albums/v228/markh1822/TAO/solandme.jpg
Now the reason that my variations on these turtle's make them options or offensive or defensive is. In the defensive turtle, the barrier ward is back with the cleric to protect it from harm, and all the units are more back, so that they can protect you're untis better. It's the same as Bottle's except the scout is back 1 to avoid frost golems (which is really only a rare occurance). The offensive turtle has the bw up closer to the front so that you can move vulnerable units like the scout up to flank without risk of having him attacked. But it still allows you to protect you're chanty even if she moves her maximum distance. and anyone who wants to hit it with their scout will be killed most likely. The Options turtle is named as such because It can serve as both an offensive and defensive turtle. The scout can move up and still be barrier, and the barrier is next to the cleric so knights can't get him from that way. unfortunately this means that the chanty is back in the back next to the cleric, and can be easier hit by flanking knights and scouts. As well, unlike the other defensive setups here, the chanty doesn't cover both sides of the setup. Only one. though with the barrier ward being where it is, it's not a huge concern seeing as it will protect the clierc. but it doesn't have the same versatility and mobility. I haven't used this setup much, but the times I have it's worked really well. I'd reccomend sticking to these setups and only putting slight variations on them if you want to, such as moving the knight on the right of the lightning ward back a space, which will lead to having less units hit when a witch comes to attack, but also, it blocks your scout as well as other weaker units like the witch or assassin, to move in behind him up front so they're closer to any units that might come in to attack you. And it allows a witch to hit both knight and bw or enc depending on which setup you're using.
Now then, notice the knight wall. this protects your units. the barrier ward and enchantress are kept in the back out of harms way. Now the witch is commonly percieved as an bombing unit, but it is really a defensive unit. keep the witch back and take out units that come in. or if you can, only move it out if you can kill an important unit.
As well, These 2 setups are extremely similar, but I reccomend my variation with the scout one space back if you play in legends. Or if you play a lot of golds in the mirror servers. Because, the scout there can be taken by frost golems. and you should know by now that your scout is the second most important grey unit. As well, it puts it in barrier ward range. and if they want to hit you're enchantress or cleric. they move into lightning ward range.
Recently there's been a lot of success with centre based setups, where the setup isn't in a corner, but rather, in the centre. It has the same basic shape except that both sides have an angled knight wall and usually a lightning ward up front and centre. The strategy with these setups is that you get to set up your attack before they can have a chance to defend it properly.