A lot of talk about this lately so it's time to put words to paper (or blog...). Holding objectives is a key part of how 40k currently works in 5th edition. Anything can contest but only specific Troops can hold them (i.e. not Tanks). Crucially, an objective mission is won by who holds the most objectives and it doesn't matter how many more objectives you have, having more = winning. Although there is some debate over what is the best way to determine how one holds an objective (i.e. BRB versus number of units with Troops counting extra, etc.), there are obvious ways in which to handle objective missions based upon your army and how it operates.
First off, objectives for the most part are not on the board edges (except for silly capture and control). Although in the BRB this is only 1/3 of missions where objectives are actually in midfield, the majority of tournaments seem to recognise objectives on board edges is a bad idea. I agree with this mindset as it encourages mobile play and the ultimate goal of both armies is in midfield (the objectives). This makes for much more exciting and tactical games. This article looks at objectives in midfield in missions such as this (i.e. the 5x5 system, Seize Ground, etc.). This must be taken into account during army list building as a static gunline is going to find it very difficult to move out from their deployment zone with authority and hold objectives. This is a key issue for some otherwise solid armies such as some Thunderbubble lists, Hybrid Tau, bubble-wrap IG, etc. Although there are mobile elements in these armies the majority of their force prefers to stay in backfield (either immobile or mobile) and shoot you and there are often defenses in place to stop you getting close to them. How then do these armies deal with objective based missions where the objectives are in midfield? By holding one and contesting the others. Other armies are a lot more mobile or midfield oriented and will deal with objectives differently but our primary focus will be looking at more backfield armies.
Some armies are better in midfield. It's just a plain simple fact and good for the game. If every army was strong in every aspect of the game, what would the point of multiple factions be? As long as each army is balanced against each other in the different phases, this opens up a large amount of tactical play. Although 40k isn't the perfect example of a balanced system, it is certainly improving which means armies which are less capable in midfield can certainly succeed (i.e. Tau). Before we go further though, what do I mean by being successful in midfield? Most balanced and competitive armies are quite capable of killing you in midfield whether they prefer the backfield or poking you with a stick in assault. However, a good midfield army puts out maximum firepower at close range (i.e. rapid fire weapons), is able to stay mobile (i.e. not focused on assaults) and has some significant survivability (i.e. good Ld, T, Sv, etc.) Whilst a good midfield army isn't required to have no assault units or has survivability in numbers instead of solid stats, these are generally the hallmark of a good midfield army and where the army excels. The 'classic' example would by a Vulkan Mech list. These lists are obviously very capable of taking and holding (or contesting) most objectives as their army efficiency is very high in midfield regardless. This means for an opponent to control or contest multiple objectives they will have to shift the midfield army out of midfield, be able to contest multiple objectives or remove their scoring ability.
So what about armies which actively avoid midfield and rather try to delay their opponents in midfield with tactics like blocking and bubble-wrapping? When considering the quintessential list, and one of much discussion, of Hybrid Tau and objective tactics can really come into play. A more mobile (i.e. Eldar, Dark Eldar) or midfield oriented list will be more capable of capturing and holding objectives than an army which is more defensively oriented during midfield operations. This is where it is important to understand your army. A Tau army is mobile in being able to fire and move, JSJ, etc. but that mobility is geared towards remaining away from your opponent. A canny opponent is then going to attempt to sit on objectives. However, these type of armies are successful in 5th edition due to utility units which can proactively delay an opponent in midfield (i.e. blocking). Although these units generally don't survive outside of the first few turns, they provide these type of lists with some mobility towards the opponent. If these survive they are very capable of contesting and 'stealing' objectives from opponents. However, this is generally not the norm so these type of lists must be able to win at objective missions without relying on these type of units.
What this means then is these type of lists need to be able to hold an objective or two close to their own lines whilst denying objectives to their opponents. Holding a single objective is easy in principle but harder to pull off. Your opponent should be able to figure out what you're doing relatively easily and you therefore don't want to camp on the objective from the get-go (unless you are very, very sure you can defend it for the whole game; i.e. against an army with minimal shooting). Your objective taking unit(s) need to be able to get to more than one objective in case one objective falls. This is a lot harder in missions with a random number of objectives but can still be applied. If it cannot be (i.e. 3 objectives, two on your opponent's side) you must defend your objective or aim to table your opponent. Your aim for the army then is two-fold. Deny your opponent the rest of the objectives through firepower and be able to time your army's move into midfield. Although most armies like this do not want to move closer to the opponent, in close games it can be pivotal to apply pressure by moving towards your opponent particularly if both armies are severely depleted in terms of units. This can reduce the pressure your actual objective taking unit receives and applies more to your opponent. This can mean throwing firepower units into delaying assaults on objectives, dragging units off objectives and basically attempting to contest objectives with models so your opponent cannot control them or attempt to contest yours. Remember though, advance too soon and you may lose significant firepower and your opponent will wash over you but advance too late and you may not be able to contest enough.
However, if an opponent has the initiative or is soundly beating you in terms of army cohesion left and board control, this opportunity may never present itself which leaves these type of armies with their primary method of objective denial: firepower. Armies like Hybrid Tau and IG have a lot of firepower at hand and in objective based missions it is important to be able to bring this firepower to bear on objectives you feel you will have a hard time contesting. When you yourself deploy objectives (i.e. Seize Ground instead of 5x5), attempt to place objectives in the open so your firepower is the most effective but ensure you can still defend 1 or 2 objectives as needed. These type of armies can than strip an opponent's ability to win objective games by destroying Troops. This obviously comes with the trade-off of allowing your opponent to maintain significant firepower against you and shouldn't therefore be done from T1 unless you believe your army can handle the firepower thrown back. As the game nears completion however (~T4), destroying two or more opponent Troops can seriously hamper their ability to control objectives in midfield and can overcome your army's weakness in midfield aggressiveness. If your opponent is reduced to a single Troop choice, contesting their objective is significantly easier.
This is all well and good of course but not every game will work like this. Sometimes you can't destroy your opponent's Troops and you are forced to advance even if it means defeat. Sometimes your army will simply be overwhelmed and sometimes you just cannot defend your objectives, no matter what you do. That's the nature of a dice game but using these tactics as a base in objective missions when considering how your army works can lead to easier games as you have a general guideline in how your army wants to operate (i.e. hold one, conest others; hold man by virture of midfield strength; contest with multiple tank shocks, etc.). Remember though, every game is unique and the same thing isn't going to work every game.