You can go about the map as you please, but a few common strategies are moving directly towards the Rockies, and the show 19 stubs carrying the land from the shore before working your way down the west coast. Another is going towards the Twins initially, and making your way through the central teams prior to going either east or west.

As you build up your fan base, you should be using the Simulate Game alternative for all non-stronghold games. At that point, you might also bypass the Steal Stage as well. For playing through Conquest and defeating team's strongholds, you'll be given a number of benefits.

Defeating certain team's strongholds will also cause unlocking a Flashback card using a MLB The Show 19 player with that group, and an additional Mission that should be completed with this card. By way of example, if you defeat the San Francisco Giants, you'll unlock a Rookie Brandon Crawford card, and a Mission that requires you to amass one hit, and two fielding aids in precisely the exact same Conquest game. There are two of these hidden missions for each of the six MLB divisions.