I often find that a player will have one really bad turn each game, and that they usually come back from that bad luck within a turn or two. That said, specific really depend on the situation. I was recently playing against a marine list that featured a drop pod alpha strike. Turn 1, he blasted a serpent and the squad inside off the board earning first blood, a pair of kill points (it was purge the alien), and some candidates for line breaker. On my following turns, I used the fact that he was overextended (and having crummy reserve rolls) to pick him apart. In a different situation, I'd have had to try something else.
Against opponents where the fight is completely uphill, and my chances of winning aren't looking good from the get-go, I usually give myself personal objectives. My opponent is spamming hard-to-kill vehicles? Fine. My entire objective for that game is now to kill one particular unit or a handful of characters. If I do that, I win.
But if we're just talking about a game that's leaning in my opponent's favor, you just have to look for places they've overextended for opportunities they've left you.
