The Indirect Approach
"In strategy the longest way round is often the shortest way there;
a direct approach to the object exhausts the attacker and hardens the
resistance by compression, whereas an indirect approach loosens the
defender's hold by upsetting his balance."
Throughout the history of warfare, good generals have produced the best results by attacking where their opponents are not expecting. From Hannibal, marching across the Alps, to the German Panzers, invading France through the Ardennes, attacks are consistently more successful if made where the opponent doesn't expect them.
How do we translate this, a strategic concept, into the tactical battles that Warhammer 40k represents?
Taking the unexpected route through terrain
As in the historical examples above, perhaps the easiest way to describe this is to remember that vehicles can drive through area terrain. This is not entirely without risk, as the potential for getting stuck in the terrain does exist, however, if your opponent has good control of the firelanes around the terrain, driving your transport right throught the middle can pay off.
Another example of this can be found when a unit is using area terrain to block line of sight to a unit. A small forest complete blocks line of sight when it is between two opposing units. But, if one of those units enters the forest, even a little, it can then open fire on the other unit. Some players won't expect this. They'll think their unit is safely out-of-sight because the forest is there.
Deploying to Set False Expectations
If you're playing one of the faster armies (Ravenwing, Dark Eldar, Mech Eldar, Speed Freaks, etc.), you can attempt to mislead your opponent during the deployment phase, setting up their expectation that you'll make your attack along one angle or one table edge. If they bite, and you can see that they're setting their deployment to counter that line of attack, then during the first couple of turns, you can redeploy your army to attack along a completely different approach.
This, of course, requires that your units are mobile enough to make these moves without taking significant damage as they do so, and it helps if your opponent is playing a fairly static army without the ability to easily adjust to your new line of attack. But, it is certainly worth trying if you get the opportunity.
Playing against stereotypes
If you are playing an army that's known for one style of play (say, orks and close-combat, or guard and sit&shoot), changing up your army to focus on an alternative play style can sometimes confuse your opponent, who will have a hard time deciding how to proceed. For example, an all-shooty ork horde presents a dilema for many players. They don't want to advance on the orks and engage them in assault, but, in this case, the orks are quite happy to sit back and shoot. The opponent is conflicted by their natural tendency to avoid orks in assault, and the game being played, where the shooty orks are the ones causing the damage.