The soldier is probably the best class for out and out combat. His armour lets him take a beating while his rocket launcher, double barrel shotgun, nail and normal grenades allows him to hurt LOTS of enemy.
The soldier is a better defensive class than offensive class because of his speed. He still kicks on offense but i prefer to use faster classes there.

General tips

• Engage the enemy at an aspect that ensures that a miss will still hurt them. You can do this by shooting towards an enemy's feet while jumping (this produces a larger angle of attack so the rocket won't go too far before splashing) or using walls and ceilings around an enemy.
• Where possible bounce the enemy by shooting ahead of their path of travel and at their feet. This is a really useful tactic when an enemy is escaping via the spiral in 2fort5. As the enemy flag carrier approaches the bottom of the spiral shoot a rocket at the threshold and they will (usually) bounce into the corner. This disorientates them and allows you hurt them some more :)
• RELOAD!!!! - this is often useful when you are in a dogfight with someone... reload after the first shot because the pause is not too long. An enemy keeps dodging until you have fired 4 shots will be surprised when they think you are reloading, stop dodging and end up riding a rocket.
• Rocket jumping lets you get to areas not normally accessible. If skilled you can also use a rocket jump to propel you along by turning 180 degrees to where you are heading, jumping and shooting the rocket at about a 60 degree angle into the ground while running backwards. You could also make a bind to do it :)
• Use your nail grenades to suppress the enemy defense or to cover an approach while you are engaged elsewhere.
• Remember to use your super shotgun. Often i will fire 3 shots at an approaching enemy with the rocket launcer then switch to the super shotgun for a couple of shots. You can use this to take out scouts by shooting 1 rocket and then double barrel them from up close, this is great if you are guarding the ramp room in 2fort series.

Offense
Soldiers make a good offense to take and hold a route to the enemy flag. Being able to rocket jump into position helps them access areas to attack from unexpected quarters. When attacking your objective should be to open a hole in the defenses using sheer force. When you kill a defender try and hold their position from them and keep the hole open. If your team inform you of a sentry that is going to hurt your team then go after it with rockets and nail grenades.

Using advanced tactics like rocket grenade jumps you can literally fly across a map.

Defense
When playing defense it is often best to position yourself close to supplies and/or at bottlenecks in the map. A soldier makes an excellent guard for a sentry gun and can be a particularly solid defense. One of my favourite positions is in the basement in 2fort5, midway between the spiral and the lifts while facing towards the spiral. From this position i can hear enemies coming down the lift and running down the spiral. When i hear someone fall down the lift i prime a grenade, move back a little and release the grenade as soon as i see the enemy (or if it gets close to blowing up time). Once the enemy is dead if i have taken a fair amount of damage i'll toss a nail grenade into the bottom of the spiral, head to the bottom respawn, toss a nail into the lift area, resupply and head back to position before my original nail grenade expires. This allows you to stay in place indefinitely. In addition to myself there is usually a sentry and engineer backing me up :)

Aliases and commands

Forward rocketjump:
bind X "+rj" alias +rj "cl_pitchspeed 100000;impulse 7;+lookdown;wait;-lookdown;cl_pitchspeed 150;+jump;+attack;" alias -rj "-attack;-jump;force_centerview"

Backwards rocketjump:
alias fastlookdown "cl_pitchspeed 999999;+lookdown;wait" alias unfastlookdown "-lookdown;cl_pitchspeed 150" alias rj1 "+attack;+jump;wait;-jump;-attack" alias rj2 "+back;fastlookdown;rj1;unfastlookdown;-back" bind X "rj2"

Gren timer:
alias primeone1 "primeone; play Gren.wav; bind X throwgren1" alias throwgren1 "throwgren; bind X primeone1" bind X "primeone1" alias primeone2 "primetwo; play Gren.wav; bind X throwgren2" alias throwgren2 "throwgren; bind X primeone2" bind X "primeone2"
For the gren timer to work, you'll need to download this zipped wav and unzip it into your Quake/fortress/sound/ directory

Drop 10 rockets:
alias droprock "dropammo ; wait ; impulse 3 " // drop 10 rockets bind X droprock

Class binds:
noaim 1 Important for soldiers to be able to lead their targets, so turn off autoaim with this in your config
bind X "reload" This will reload your weapon.
bind X "ID" This will ID the player. and if he is friend or foe.
bind X "saveme" This will yell for a medic or an engineer.
bind X "inv" This will tell your inventory of grenades.
bind X "discard" This will drop stuff you don't need. Cells and Nails.

Other resources:
UKFN Tactics for Soldiers
TF Guide class strategy for Soldiers