One of the best things that i've found to use, especially in the start of the round, is a vehicles range/armor combo with either 10/11 range and 5/4 armor to a squad, and always use concussive armor, due to the fact that it is hit first in battles, thus taking the blows for your range.
Having all vehicles is good, especially a the start, when noobs are building inf armies... now i know that doesn't make sense, but look at it logically... The only time, in my experience, that a full inf squad will take down a full anti-inf vehicle squad (of my combo), is when the inf are anti veh, and are packing at least 13 range/17 armor (all beam).... no damage.That battle will result in both sides dieing. If you increase that to 14 range/16 armor, the inf will keep 2 range from the battle. If you change out the 16 armor for 16 damage, both sides will die... just showing that armor is best espeically when defending its range counterparts
however, if you look at a battle with strait up 30 damage inf, they lose... but if you change that to 12 damage/18 armor, they win with both sides dieing...however, you must increase your damage to 15/ 15 arm to ensure that you have some surviving troops, and even then, its only 1 damage.
If you expand that to 15 squads of each combo, taking 13/17 range squads, the range will win, and have 15 range left over. However, if you take 15 of the 12/18 damage squads, they will actually LOSE the battle...
So on the large scale, if you are playing even matching squads, damage will lose
So if you look at it as inf facing veh, if you were to build damage and armor together, it IS doable, but you should only do it if you are facing your advantage chasis...
If you are experienced at all, and you, like most of us, dont like losses of your 'muscle units', then you would build a good range/armor combo, and just leave the damage out of everything.
If you are worried about spy attacks killing all the vehivles, then do 1 of 2 things...
1) just leave your spy on your colony and get good protection
2) be active and dont just leave your troops at one spot.
-If you are leaving them at home, and get spied, its not too terrible unless you are under attack... your troops can regenerate the HP over time... so just let them rest for a day or two

side note: Building only veh is pretty good until the world wakes up and starts buildin other stuff, then its your choice as to whether to build tanks or inf... my preference is to build inf squads after a while, firstly because they are cheaper after the overhead kicks in XD, and secondly, because they can destroy any other vehicle combo stuff that i may have to face

This strategy apparently works, because its how i got up to #1 in F1 :S