How to win at 40k

In order to accomplish your goal of being a victorious player you have to decide the kind of play style that you like and are comfortable with.  Are you a charge across the field and beat face or are you shooty or stealthy.  Once you figure out your style then pick an army that complements that style.  I play space marines.  They are resilient, versatile, and reliable. Space Marines are good at everything,  where most other armies are great at one thing.
    Next, how to build an list.  What you put in your list is not important if you don't have an battle plan in mind.  Or don't know how to use the list.  If you put the best squads from your codex and they don't gel with the list theme, they will die and you will lose.  Do you know the objective/ mission?  Do you know the army you will face?  Are you playing in a comp tournament? These questions will steer the list in an advantage for you.  The best thing you can do is build a list that is good against all comers.  I like to take lots of troops.  I avoid expensive vehicles. If I take an Land Raider, what would I do if it dies on turn 1.  Cry! And maybe lose the game.  Any vehicle that expensive is going to be an target.   I like to keep my vehicles cheep. Remember,  it only takes one shot to destroy a vehicle.  So, expect vehicles to get destroyed.  I lost 5 vehicles (land raider crusader, vindicator, and 3 rhinos)  in one round of shooting during a tournament on turn 3.  That was over 550 points in 5 shots.  If you plan on fielding big squads, just remember they are cumbersome and are often a large blast magnet.  But because of their size you have a better chance of holding an objective or making it to your opponents line. Try to have a theme that flows and also has that unit that compliments your style and delivers an hammer blow.  Currently the sternguard are my choice.  
   Deployment: Regardless of your list if you deploy badly your  goal of victory just got harder.  Simple things like, placing your heavy weapons so they don't need to be moved, putting an hq In a squad,  and don't deploy in the open, are often forgotten when the thrill of playing a game hits.  Take a step back.  Look over the table.  I personally don't like reserving my entire army.  The thought of giving my opponent the advantage of facing only small portions of my army against the whole of theirs is suicide.  Two or three units maybe.  Can your battle plan make reserves useful?  Yes!  Using Drop pods help because you instantly get half, rounded up, first turn. Other armies have similar first turn deep strike potential.  If you got first turn and plan to sit back, choose the deployment zone with more cover in it.  If charging forward choose the one that provides the best line of sight blocking along the way.  If you didn't get to choose, you have to deploy in a way to counter what your opponent did.  I like to refuse flank and deploy to the weaker side of my opponents force.  Making almost half of their army useless until they move into a better position.  So now, I have my whole army only facing about half of theirs.  When I deploy first, I like to place my big guns in the center of my line.  This causes my opponent to split their army and maximizes the usefulness of the big guns.  Deployment is key.  Figure out what works for you and your play style.  
    Play your list alot.  The better you know your list the easier it becomes to know their strengths and avoid it's weaknesses.  If an unit doesn't perform well once, don't swap it out yet.  Give it a couple of games.
       Being a winning 40k player dosen't happen over night.  Keep at it.  And the w's will start to come your way.

Blood Scorpions

Working on my chapter of space marines.  The Blood Scorpions.  For more info see http://www.codexbloodscorpions.blogspot.com/.

Chaplain Centuris

Vet. Sgt

Melta, in da face!

Twin linked Assault cannon Razor (still needs highlights)

10 man assault squad.

The dreaded Death Company!