Geronimoo, even if I accept your statement that vetoing cards you can't play well is not strategy (which I don't), there's still just no way vetoing at random is anywhere close to the correct/only strategy (non-strategy) for a player going first, neither from a theoretical nor a practical standpoint. Do you actually think so?
As for me, I prefer playing without veto mode, as it imo is a better skill-tester of what I consider to be "true" Dominion, and the way I would prefer to play. If it was up to me in a perfect world, putting yourself in the auto-match pool would mean you auto-accept whenever someones's matched against you, so you can't decline based on either kingdom cards or opponent. Just an opinion of course. I still play a fair amount of veto mode as I have veto mode set to "don't care", since I don't want to exclude opponents who play exclusively veto mode. It's by no means a dealbreaker to me, but imo it would be kinda nice if there were "prefer veto mode yes/no" buttons, so two people who both have it set to don't care still can play exclusively non-veto (or veto).
As for strategy, I tend to veto cards that promote a strategy different from what I'm planning on, when I'm unsure whether or not it's stronger. That way, I will either play a mirror match or the "third" best strategy (with my chosen one being the first, and the card I vetoed away being the second (or possibly first), ideally). Either way, I feel like I'm favored. Against strongish opponents (so pretty much everyone I play), I also tend to veto certain cards I feel like I don't play as well as the average strong player. Against weakish opponents, I tend to veto certain cards I feel create more variance than most other cards.