Video: It's rather simple if you have the first move. Put your mark in one corner and depending on your opponent's next move, put your mark on another corner and you'll be perfectly set up for a win.
So for example, if you put your first mark on the bottom left hand corner and they put their mark in the bottom right hand corner, you should respond with a mark on the top left hand corner which sets up an easy win because they will have to block your win, which leaves you room to put a mark on the top right hand corner (or middle), giving you two ways to win. Basically, own the corners. DaveHax explains better in the video below.