Those sorts of games don't 'ruin the fun' for everyone. I was in a game the other day, 3v3, and we got zergrushed by Scorpions that turned into Grizzlies about halfway through the attack. My teammates got obliterated, but I built up Cobras and fended off 20-30 Grizzlies twice. That was the most fun I've ever had in Halo Wars yet, and actually the most fun I've had in an RTS. My dead teammates even got a hoot out of it, it was in general a good time. Except maybe for the other team who kept getting devastated when they'd attack.
Build counter units, you can fend off even the most overwhelming of foes with carefully crafted counter-strategy. I know it's overstated, but it works. For the most part, people focus on killing the base, so tanks and hawks are of course the first choices.