I've found that the only way to win is to go first, just like in tic tac toe. Going second can produce a draw at best, against an optimal opponent. This is just my experience though, not a strong assertion.
This is not true, I've played twice as the second player and won both. The seem to likes setting up 3 diagonal, during that you are free to setup your own lower trap with two intersecting diagonals. So far doing that always seems to win.