Strategy for Ultimate Tic Tac Toe
I am not an expert but here is my 2 cents: 


Recommended opening for 1st player: the middle of the the middle board.  
Try not to let your opponent play in the middle board.  Do it by completing 3-in-a-row without the middle in the non-middle boards.  
focus on the boards that matter: I have seen games where one player had won 5 boards but lost.