Then siege their cities take a few turns to recover/build up strength, and move forward again. If you see them forming a big army, hunt it down and kill it. One main army is assigned to each front (or rather, a front is defined as 'somewhere where I have a main army').
Cities get a couple of militia each as garrison, maybe some dragoons. Once I can afford it, I build additional armies like that. I generally put together a maximum-strength main army with something like 4 cavalry units, 2 artillery, 2 mortars, maybe a couple of skirmishers, a luxury unit or two for fun, and the rest Line infantry. At least Russia shares fewer borders than, say, Prussia. Strategy: trying to pick your fights is a good plan, but you'll probably end up fighting everybody in Europe anyway, sooner or later.
