The first step to a successful game (resulting in a win) is to adequately prepare for your oncoming game.
The most essential skill needed is basic list building. There are two conflicting views of list building. The casual gamer and the power gamer. Both are highly capable of creating unique and interesting lists, I simply feel that the individual who claims their lists are all fun is simply devising a strategy for a loss. I've made plenty of "just for kicks lists" and been very successful. The trick is to know how to balance the list so that you have fun but don't weaken your position by having nothing but junk and then proceed to epic fail.
When you build a list there are a few rules of thumb.
First: Build to your strengths and plan for your weaknesses.
With Cryx vs different armies I have to worry about different threats, so when list building I have to take that into consideration. I'm particularly fragile vs shooty factions and factions which ignore most of the rules. While searching for a solution to those problems I've found that my army contains a variety of "toolbox" units. Toolbox simply means that they solve a specific problem. For example, bile thralls are the #1 unit vs infantry. The nightmare and bane knights are the assassins, . Skarlock helps maintain a focus efficient caster. each caster has their own toolbox figs that aid in delivery of their kill mechanic. For example pSkarre relies heavily on mechanithralls to feed the bomb and her focus factory. Gaspy needs Gorman to help screen him from shooty as he is a medium base. Also, the bloodgorgers serve him very well as they are also medium bases and provide screening. These toolbox units are at your core of my lists and everything run is then be built around them.
Essentially we're playing a giant game of rock-paper-scissors. Making sure you have enough rocks, scissors and paper on hand is usually the trick.
Second: Prep for your opponent.
If you've paid any attention at all you'll probably know more or less what to expect from your local meta. Playing vs Khador and know that he's a huge Karchev fan? Perhaps bringing gorgers and biles isn't the most sage approach. Get my drift? Again, it's all about paper-rock-scissors.
Lastly: Anticipate the unknown.
I find that a list which is well rounded, meaning that it has an answer or two for each threat, is much more efficient and stands a better chance of winning. An army of Bane Knights while sounding fun would do horribly vs any anti infantry army, and so on and so on.
So remember, recognize your weaknesses, plan vs your opponent and yet maintain balance.