Warhammer 40,000: Dawn of War/Into the Maw

This seems to be where the difficulty ramps up, at least for Insane. Be warned that you'll probably have to struggle a bit in the beginning and the end, and you will develop a burning hatred for Brightlance Platforms and Fire Prisms (might as well read up on those in advance). You must destroy Webway Gates all over the map and reach some sort of ancient Chaos dig site.

You start with no base or Servitors, but you only need to take out one group of Eldar to get those. Tie up their infantry with melee units and shoot with Tactical Marines. Your Dreadnought must take on the Wraithlord, and I suggest you help with the Force Commander. You should win with minimal or no casualties. Move a bit north and you get to base-building.

Now it gets a bit nasty. Eldar will attack your base from the forest southwest and from the river west of your north SP. You'll want something like a commander, a heavy bolter squad, and a Dread or a Predator to both locations. Additionally, you must be prepared to help the Guard troops holding back Ork attacks up north. If you don't constantly keep an eye on them, they'll be gone soon, and you know who's going to be the one holding back Orks then. There will be frequent assaults by a combination of a Big Mek, a Killa Kan and a Leman Russ supported by Stomboyz and Tankbustaz (seems to be the same bunch every time). So you want at least 1 missile squad, 1 heavy bolter squad and 1-2 Dreadnoughts or Predators guarding the Guard.