Risk - To secure a world domination win?
Usually securing a continent and ALWAYS being on the aggressive. 

When you keep getting Territory cards and playing them at the right time (usually after your opponents have played them first so that the count will be higher), you should always have a formidable army (i.e. so that your opponents won't want to mess with you). 

The other critical part to winning risk is being aggressive. You should be getting a territory card each turn usually in a quest to prevent your opponents from ever owning entire continents. This means you constantly annoy them by taking at least (and usually only) one territory of the continent they control on your turn. This prevents them from getting massive bonuses.

Hope this helps.