During the game, you want to give players the feeling that they made the right choices, outsmarted the system, and pulled the strings in their own favor. There are no hard rules, but let's look at some examples how you maintain enjoyable gameplay:
Fairness is not the same as balance: Although well-balanced game mechanics include a weakness behind every strength, they avoid perfect symmetry. In a perfectly fair game (such as rock-paper-scissors) choices are arbitrary. You should offer a counterattack for every attack, but you distribute these resources unevenly. In other words, let the players know that "the counter-card is somewhere in the deck", but not whether it is in their opponent's hand this round. "I can prepare a counterspell for each type of magic, but which spell type will the opponent cast?" "I can wear armor against every weapon type, but will the opponent pick the sniper rifle or the shotgun?" The opponent faces the same conundrum, and that keeps the battle balanced and interesting.
Predictable events are boring, random events are frustrating: Let players take a stab at figuring out the probabilities behind the game mechanics. The opportunity to weigh the success of various strategies lets players tweak probabilities in their favor and prove their smarts.
Valuable resources must be limited: By definition, more valuable resources (health, ammo, equipment, and skills) must be more costly to obtain. Each choice comes at a different price—everything costs money, time, or carrying capacity. Limited resources force the player to make interesting economic and logistic decisions. Cheap, fast, or strong? Pick two!
Life is not black and white: Create emotional complexity by making players face inner conflicts. Going beyond the basic contrast of "either good or evil" forces players to make interesting moral decisions. "Should I risk harming my team, if I can nuke the enemy?" "Should I risk helping the enemy if it also saves my team?"
Note
You will find the perfect balance for your game by running lots of play tests and gathering player feedback. Over time, players will teach themselves "every trick in the book" and their strategies grow more and more successful. They worked hard for it, and the learning process is fun because winning brings a sense of well-earned achievement.