SBminisguy already gave some good pointers.
We've been playing Dux Brittanarium for 9 campaign weeks now and it is simply brilliant.
1.Shield wall ( needs at least 2 units) is indeed very hard but at the same time very limiting. When attacked by a smaller (frontage) unit not all the troops in Shieldwall fight, only a partial 'overlap' The lower your class the less troops overlap and fight.
It is also, as already pointed out, slow especially in bad terrain.
2.A Mass Formation of 3 levy units is nothing to be sneezed at especially not if combined with a Noble.
It laps around an enemy unit and attacks with 18(+2) dice if well positioned. The Bounding Move card is great for getting these guys in a good position.
With Agressive Charge they will hit on a 3+. Even with their better save and the 2 extra dice for class difference an Elite Gedrith unit will have a hard time surviving this.
During our campaign a big Levy unit has twice wiped out a Saxon Elite Gedrith unit taking 3 or 4 losses themselves ( 1 or 2 per group in the formation) Losing an elite Gedrith unit is devastating for the Saxons. In one instance the accompanying Noble was killed as well.
Downside is that they can only be in one place at the time and 3 levy units is all you have to start with.
3.Don't underestimate archers. While they won't stand up against wariors ( They'll flee rather than fight) and whilst they won't inflict many kills they are great for inflicting shock making the target unit slower and less powerful in a fight. Just keep them out of charge distance and accept the lower hitchance.
4.For the Saxons. You don't really need to combine units in a Mass Formation. If you do limit it to two units. Especially in the Raid scenarios speed is your friend and Mass Formations slow you down. Most of your units are better than anything the Romano British can throw at you and you should be able to beat them on a 1-1 basis.
Supporting units will only join in when within 2" of an enemy unit ATTACKING a friendly unit or formation.
Goading is a powerful card to counter this.
5.Rear of Flank attacks are deadly. If you combine this with Agressive Charge they are devastating by hitting on a 2+ and a lesser save for the first round of combat. Often enough there isn't a second round of combat
Also remember that when a falling back unit's route of retreat is blocked that unit is simply wiped out.