He that tries to be clever is not, while he that is clever, doesn't try
People try so very hard. They love to believe that at every turn there is a clever and elaborate plan that they can concoct to ensure their eventual victory. It seems a shame to disillusion such earnest folks, but in my experience much of roleplaying is waiting. Let's set aside the very real fact that sometimes you will lose, and the game (and your character's story) does go on. We'll lessen the shock by assuming that you can't conceive of anything but victory. Even so, like a chess game, many moves are made for small advantage, or simply to shift the situation around so that better options might emerge. In short, you really can't be clever all the time. The best you can hope for is to be elegant at the right times.
I choose the word "elegant" carefully. I'm not a huge fan of highly detailed plans... they just don't lend themselves to dramatic situations. By the time you finish step one of your plan, the situation is likely to have changed so much that step two seems meaningless, or even counterproductive.
True cleverness isn't about stringing together a long series of actions. It is about choosing one surprising, inspired action that changes everything. Devising a strategy of advance and retreat that marginally whittles away at the forces of a larger army isn't clever, it's merely competent. Realizing that the pride of the army's leader would force him to accept a challenge of single combat, that's clever.