For the classic map (apologies for hijacking), I tend to look at critical spaces from a country-by-country approach.
England: North Sea, Mid-Atlantic Ocean, Portugal, Baltic Sea, and St. Petersburg are the most important spots. North Sea is vital for security at the start and convoy lanes as the game goes along. England MUST get control of MAO and Portugal, at the minimum to keep the Mediterranean powers from getting through and at maximum as a launch pad for a game-winning Mediterranean campaign. Same with St. Petersburg, except that St. Petersburg also poses a threat to build hostile fleets. Baltic Sea is important for a convoy lane and can help capture or retain the German centers.
France: North Sea, Ionian Sea, and the Tyrolean corridor come to mind immediately as the major spots. Simply put, France MUST break into one of those three to win: either by playing a northern game (which requires minimal Mediterranean presence but domination as far north as Finland or St. Petersburg), a southern game (a breakthrough into the Balkans will probably be necessary), or a central game (running through into Austria and Warsaw). France, despite building on both sides of the stalemate line, is a power I personally have found to be very easy to stalemate because strategic considerations were never seriously made and a failure to break into one or more of these spots ended with an inability to win.
Germany: Mid-Atlantic Ocean, North Sea, Marseilles and Ukraine. Until Germany can establish firm control of North Sea (add in the Baltic/Bothnian sea lanes for good measure), it will be limited to running around in France or Russia; certainly a nice area to get early growth, but not easily converted to a win. Marseilles and Mid-Atlantic Ocean are deceptively close, but especially in the latter's case can take some time to break into; once there, however, Germany is usually well on its way to victory. Ukraine is somewhat of an arbitrary pick; in reality, the Ukraine/Galicia/Bohemia/Rumania/Sevastopol region is probably what I should call the area I'm considering here. Germany can make up for Western deficiencies with a strong showing in this sector, and at the very least will need to ensure that whichever Mediterranean power rises to challenge a German victory cannot advance beyond that point.
Italy: Mid-Atlantic Ocean, Tyrrhenian Sea, Galicia, Burgundy, Constantiople and the Black Sea are the primary points of consideration. The two bookend points are there for a nice visual: they're the extent to which Italy can reasonably hope to expand by sea, and it is important that if those are occupied by a foreign power that the power in question can go no further. Constantinople is vital to keep Austria from taking the Turkish knot of centers and to keep Russia bottled up in the Black Sea area instead of seeping into the Mediterranean. Tyrrhenian Sea is the soft spot in Italy's early game naval defenses, as a Frenchman who can breach this point (particularly prior to 1904) will have the best shot anyone can get at killing Italy quickly. Finally, Galicia and Burgundy are probably the furthest points of reasonable expansion by land.
Austria: Piedmont, the Tyrolean corridor, St. Petersburg and Tunisia. Eighteen centers lie within here and Austrian will probably need to breach 3/4 to win. Piedmont is only two spaces away, but Austria's attention is rarely drawn west until the later stages of the middle game; it is important to ensure that no western power can get to Piedmont first. The Tyrolean corridor (that's Tyl-Pru) will need to remain demilitarized if not controlled by Austria to ensure no western power comes storming across to deal the deathblow to Austria's chances of victory (by way of taking northern Russia). St. Petersburg is almost impossible to force, and Tunisia requires some degree of naval presence; one of these two must occur for Austria to get beyond the 14-15 center ceiling it usually hits in Russia/Austria/Balkans/Italy and secure a victory.
Turkey: See Austria. Turkey may extend Piedmont over to the Mid-Atlantic Ocean; it's further from Piedmont but actually has a respectable navy, so the limit goes further. Breaking into the Mid-Atlantic Ocean/the westernmost reaches of the Mediterranean, the Tyrolean corridor and German centers, or St. Petersburg is necessary for a win.
Russia: North Sea, Baltic Sea, Constantinople, and the Black Sea. Russia, to win, needs to capture Scandinavia no matter what. It cannot afford to lose St. Petersburg to the west because it then has the furthest to go to capture the centers on its side of the stalemate line. Baltic Sea is vital for doing so and can also provide a springboard for the second phase of Russian expansion. After Scandinavia, Russia must grab one of two knots of centers in the north and the south: either England or Germany and either Austria/Balkans or Turkey. Baltic Sea helps in Germany, North Sea helps in England, and Constantinople/Black Sea help in Turkey. (For Austria there is no one tactical spot, sans perhaps Galicia; add that as well if you so choose.) Once this is done it's a matter of blitzing into whatever centers are closest; once you've gotten that far you've just about won.