Best way to enjoy Company of Heroes (or any RTS) is to never play against anyone online. Co-op with friends vs. computers can be fun. The single player campaigns are fun too.
It's been my experience that most people who play RTSs online are either way too good or complete assholes, usually both. I've lost before I can even start. I like playing against medium computers until I get good enough to bump it up a notch, and I like to take things slow. I can't manage multiple things at once, which is why I'm so bad at RTS games.