start with soldier, sticky demo and an engineer in 2fort at the briefcase room, then expand to pyro heavy medic scout sniper and last u should try is spy, unless you are the kind that likes to be killed repeatedly.
tips for each class (or my style of playing):
soldier - aim for the leg, unless they are heavy, then aim for the body. ALWAYS take cover as you reload, so it's a good idea to camp at the corners. learn to rocket jump and kill snipers at 2fort, they will be so crossed at you that most will change class.
demo - learn the sticky, besides the scout this is the class that can piss everyone off if played right. for defense, structure destroying or single moderate speed enemy such as everyone but heavy and scout, use sticky, for heavy guy or crowded area, use pipe.
My play is the conventional with trap + pipe for kills, but if you are good, or a pussy, you can go 100% stick and still come out half decent.
against scout, run backwards and hope that you've set up trap at the corner already, otherwise hope for a lucky pipe kill, or blow yourself up.
engineer - just watch where others build their sentries and learn. my only advise is that do NOT chase the spy, kill him with wrench if he's around you, if he's running, fix your sentries and then kill him with shotgun, never ever leave your setup unless there's other eng to cover for you.
pyro - best to attack from behind, this is regardless of which flamer you got. also try to zig zag a little. a pyro running straight forward is a dead pyro. I can use either and adapt, but nothing beats the satisfaction of flaming a group of people from behind with back burner.
pro tip: for pyro vs pyro, run backwards, the wind will blow your flame further than your opponent's. once you get this you can get away mostly unharmed. if they run backwards too, bust out your shotgun, don't have a shotgun? time to run.
for ubered targets, if there are only 2 or 3 people, puff the medic, if there is a group of people covering them, suicide puff the guy who's doing the attack, you are going to die but your sentry gun might survive. but if they are really close to the sentry, also puff the attacker up and hope the sentry will blow them sky high.
close up soldiers are your nemesis because their rocket by the feet can alter your movement, try to use your flare gun against them in distance.
and lastly - DON'T STOP SPY CHECKING.
heavy - aim well and check on your medic, it's not rocket science. (imo it's pointless to play heavy without a medic because the other class can easily take advantage of his slow movement and do hit and run)
medic - first get your bonesaw and leech gun and equip them, then heal, very easy to play but could be a little boring. good for girls.
scout - run and gun, don't stop moving. and try not to fight face to face against a heavy. you should be coming from behind against heavies. again if you see a pyro, run backwards. i dont have any item based strategy because they are not significant, but the drink can be useful in passing sentries at 2fort.
sniper - twitch aim well.
spy - so many ways to play it, basically know the map well, pick up ammo to keep your disguise going, yell medic periodically, and help your team by sapping things as the uber heavy moves in, etc etc etc.