Its really not that hard as the guys here make it look. You just have to relax and use speed, distance and altitude for you. If you are in an open BVR engagement and are armed for it just fly high, fire your ordinance at the right distance and don't get greedy. Meaning, just roll, and reverse your direction using your altitude to gain speed. A bandit has to be really close to get you while you are going away at mach 1+ and go low. It also depends on wich plane you fly. With a mig29 for example its always good to run and hide. Basically you fire your ETs and 77s and then go on EOS and hide in terrain.
In a Su27 or F15 you would be high and fast to maximize your range etc.
In singleplayer there is the problem of the stupid wingman. Try flying online while in TS with a wingman. This way you have someone tracking the bandits and really cover them while you are running blind.