Strategy depends firstly on what you are trying to acheive. This is split into two targets
1. You are trying to hit the best ever score in your life
2. You are trying to get the highest score you can in this game - eg in a head-to-head roll off.
Full Houses. If your trying for absolute top score. the plan is clearly aimed at maximising the yatzee chance. So if you roll 4-4-4-2-2 on the first roll, don't score it as a full house - hold the fours and roll on. If you're just trying to make the most of this match, take the full house - they can come thick and fast sometimes but other times when you're left with it to get near the end its very hard to play for. One way to play for a full house is, say you get 2-2-6-6-5, hold the two's and sixes. This give you a 1:3 chance if you have one roll left and 5:9 if you have two rolls (1/3+(2/3*1/3)). If you miss though, you end up with a poor roll. The other way is to wait for one to crop up of its own accord, and this normally works.
Straights. Its good to get the straights out of the way early, so you can concentrate on going for gold. That long straight can be stubborn if you need it late in the game. Always look out for 2-3-4 or 3-4-5 on the first roll, giving you a very high chance of getting a small straigth with two further rolls - because you have two dice to roll and two target numbers.
The other good one to get first roll is 2-3-4-5, again two rolls and two target numbers, but only one dice to work with. This is you best chance of a long straight unless one pops right out of the bag.
Top row. The dilema is whether to go for the sub-total bonus. You need three of every number, and don't be fooled into thinking that dropping a 1 is OK. That still means you have to get four of something else. Most times, you need to get four of either 4's 5's or 6's to get the bonus, then you can afford to drop on at least one of the lower sets. So, the first 4 of a kind you get needs to be taken as numbers, not as four-of-a-kind. Save that for your second four roll.
A good strategy on the bonus is this; if you are trying to get the most out of the current game go for the bonus. You'll get it about 1:2 goes and it will keep you up to a good average. However, if you want to go for sheer max score, don't worry about it. Take your first good three of a kind (eg, 5-5-5-6-4) as three of a kind and not (in this case) as 5's. Likewise your first good four. You may still pull off a bonus anyway (although less often) so that when you do bag some yahtzee's the possibility of a miracle high score is there. It'd be a shame to finally roll that 4 yahtzee run and have it coupled with a dodgy go and only get 500.
Taking 5 6's as 6s.
In a head to head or best-score-this-game strategy, its worth taking a high value yahtzee as numbers and not as a Yahtzee. Eg 6-6-6-6-6 could be taken a sixes - it virtually guarnatees the bonus so you score 30+35=65 - better than 50 for the yahtzee. Although you might be cursing if you get a second one and only get 50 instead of 100 for it.
Tom Verhoeff at the University of Eindhoven has developed what he believes is the optimum strategy for getting the best score in any particular game of Yahtzee. This is different from the strategy needed to get your lifetime high score as high as possible - in that case go for a yahtzee every time and play a lot of games. You can download Tom's paper on the subject, and you can test yourself against his optimal strategy here.