in short, my thing is:
1. don't have generals inside a city. ever.
2. don't have any unit sitting inside a city
3. move faster then they nuke.
4. don't waste resources on AA
long and boring version:
in my humble experience there was no need to play '50s more than once. truly nuclear one, 1960, i have (re)played 1* countries maybe 4-5 times for resources. but mostly was doing 1939, coz it's industry you lack all the time, not energy. and after reaching capability to successfully fight aliens, im playing only that. and they don't have nukes. so in the long run, safe to say investing in AA is a waste of resources.
along the way, since it was important to do fast conquests i have learned to go fast from (rocket base/lv3 airport) base to base, killing enemy's nuke delivery ability. it also further speeds up your conqest.
as soon as a city has .1 of health and it's out of reach of enemy's ground units, it's safe to leave it empty. and you need your units, including generals on the front, not sitting behind.
if they have ground troops near, they might bomb or rocket the city. i never had empy city rocketed. bombed and parachuted very very rarely.
and it's not that i have not utilized generals air ability ever, but it's like go in new airbase, kill every ground troop that can reach you. next move make general there, kill every airbase you can reach, get out in same move.
example, playing iran i would get nuked once: somewhere around Romania or south Poland, while advancing west and north out of Balkans. and it would usually be Patton or Guderian. but, by that time I have Turkey, Saudi, whole of Balkans and probably am turn or two away from Berlin and Lyon, three to four turns for Paris, Riga and Scandinavia, maybe 5 or 6 till London. and that's it. so if one of them does bite the dust, so be it: they served their purpose and would mostly be to slow to keep advancing as fast as city hoping tactic moves.
it would take me maybe ten to twelve turns altogether from safe middle east to safe europe, ie from Ankara to London. enemy, France and Germany would focus nukes on Warsaw, Budapest, Bucharest. id be avoiding them untill I'm in reach of Lyon and Berlin, and take them all in one, max two turns, that's all the secret about it. England nukes Baltic and Scandinavian targets, same thing there.
just keep pushing on, never sit and defend. no generals=no nukes, simple as.