Turn 1 orders: Pyke march-1, Ironman's Bay march.
Move your troops from Pyke to: Footman flints finger, Knight Seaguard. If Lannister doesnt have Def+2 in Golden Sound: Move 1 ship to Sunset sea, other attacks Golden Sound. play a 2 leader, or the 0 leader that makes opp's leader 0. This kills their fleet. They now cannot raid your support, and you are set up well to hold Seaguard and maybe take Riverrun too.
If Lannister does play def+2 in the sound, you can attack with both ships and play your 3 leader, to kill it, or you can let them keep the ship. Letting them keep the ship is dangerous, as then they get to raid your support, and you cant take riverrun easily/may lose Seaguard to Stark. It really depends on what happens.
Alternately: Play support in Ironman's Bay, march-1 on Greywater watch (to Flints Finger), march on Pyke (all to Seaguard....or even leave a footman in Pyke. The footman in Pyke then gathers power...this works better if no muster, worse if there is a muster)
Future goals: Establish dominance in the sea zones in the west side of the board, hopefully including Sunset Sea, Golden Sound, Bay of Ice. This allows surprise attacks on the Three home provinces of Lannister, Tyrell, Stark. KEEP THE SWORD if possible. Losing it may prove your downfall. Try to keep a footman on Pyke to gather power, and use its muster points to drop down more ships to establish naval superiority.
Excerpt from a BoardGameGeek post.