junker154: I usually put the stance on aggressive and it works decent enough.
Jepp. Aggressive stance and always the finger on the "Stop" hotkey. When enemies attack, your troops stop marching and defend themselves. When attacking buildings, stop the current action to "free" your troops form the current task so that they can attack enemy units which might appear.
I seldom use the direct attack and let the AI do her thing. Works well in most standard situations. Only siege units with AOE attacks i put on passive stance and tell them precisely what to do.