Strategy for Yahtzee
I'm assuming you've read the Wikipedia article, and followed some of those links.  If not, read it first.

Yahtzee has been deeply studied by a few people.  The best known current techniques involve brute force computations over the entire state space.  The state space (the set of all possible games) can be structured to be small enough that every location can be computed.

That said, there is no simple answer to your question.  My suggestion to you, is to go to this page, and look at their deep simulation, and test yourself.  They have brute force addressed this problem and it's an interesting read.

If you are interested and have a decent math background (undergraduate probability theory course, and an understanding of finite state space Markov Chains) you can read these papers:
http://www.cs.loyola.edu/~jglenn/research/optimal_yahtzee.pdf
http://www.mimuw.edu.pl/~pan/papers/yahtzee.pdf