The easiest way to ensure you always have forces around is to keep a bunch in reserve.
Honestly, as Tau, I recommend putting your broadsides down in cover, and then having everything else that can take a transport or deepstrike come in from reserve.
Focus on killing vehicles (since that's your strong suit) and fast units to claim/contest objectives (which will invariably die the next turn but they'll score/contest valuable objective points making it worth it).
Also, don't worry about your entire army dying, I think people tend to have the most fun playing the megabattles when they go all out and just go fight according to their army's fluff.
They also tend to do some of the more impressive stuff that gets talked about for a long time after the megabattle.
Mike
