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How to Win Games! With special thanks to RedarmySOK for his insights and Clarifying Example Time!
How to use this article
Please read through the whole thing to get the gist of it. If you are an experienced player, I hope there will be a few things here and there to help you tighten up your game. If you are not an experienced player, it may help to think of this as a checklist. Pick one or two things to start with, then try them out in a couple of games. Once you get more comfortable in doing them, pick another one or two and keep building from there. To use myself as an example, I have known most of this information for quite some time, but until very recently, I've never actually used my knowledge of Victory Points during a game to help me win. Looking back at my games, I can see a number of times where thinking in that fashion would have meant the difference between victory and defeat.
First off, how do we determine who won the game?
It's usually not just "Last Man Standing." It's usually Victory Points, and sometimes Objectives. Let's take a look at how we can achieve those.

How do we get VPs?
At first, this seems obvious. You get Victory Points for killing the opponent's models. That's not quite it, however. You don't get any points for a unit until you have reduced it below half of it's starting strength. If it's a unit of 6 Space Marines, you don't get any points at all for the first three. That next one is worth half the cost of the unit. You don't get the rest of the points until you take out the very last model. That's an important point to remember: Just killing models doesn't help you. Concentrate on a single unit until you take it out. But getting Victory Points is only half of the win. The win is based on the margin, or difference between your Victory Points and your opponent's Victory Points. That means you need to keep the opponent from scoring Victory Points against you as well.
How do we keep our opponent from getting VPs?
Well, we can start by knowing how Victory Points work. As I pointed out above, you don't get any Victory Points until you reduce the unit to below half size. If you can keep your opponent from doing that, they don't get any Victory Points. You can achieve this in several different ways. One way is by using even numbers in your units. A unit of 7 Space Marines doesn't give up any Victory Points until you've killed 4 of them, then you get half. A unit of 6 Space Marines also doesn't give up any Victory Points until you've killed 4 of them. Since 6 is cheaper than 7, but they still have to kill the same number to get points, 6 is more efficient. That goes for all even numbers. Note that a unit of two will never give up Victory Points for being below half, since the last one would give full points for the unit.

Another way is by having units that are very hard to kill. A unit of 32 Termagants is a lot tougher than 2 units of 16. Against the 2 units of 16, you only need to kill 9 Gaunts to get some Victory Points, whereas you'll need to kill 17 out of the larger brood to get anything out of it. Alternately, individual models that are hard to kill, such as Wraithguard or Terminators, tend to make it hard to get Victory Points, as it can be very difficult to reduce them to less than half strength. You can also save Victory Points by watching your unit sizes during a game and hiding the units or giving your opponent other targets when they are near to one of the break points. Hiding that last model can be a very effective way of denying your opponent Victory Points.
One final point: try to have similar units be of similar sizes. That way your opponent doesn't have an easy choice of which to shoot. In addition, the possibility of overkill comes up. Let's say that you've got a unit of 24 Gaunts and a unit of 8 Gaunts. If the opponent has a unit that can kill 4 or so Gaunts, they'd be best served by shooting at the small unit. On the other talon, if he's got something that can kick out a lot of firepower (Guided Warwalkers, large Immortal squad) and knock down 10 or more Gaunts in a turn, it would be wasted on the smaller unit. Don't make the opponent's job easy!

How do we get objectives?
We control objectives with Scoring Units. Generally these are infantry squads with more than half-strength or mobile vehicles. If you don't have them, then you can't get the objective, no matter how much of your opponent's army you can kill. Sometimes you may need to protect a unit or two in the early to middle parts of the game so that it will be able to control an objective for you at the end of the game.
You seize objectives by using mobility. Units with better than normal mobility are usually best for this, especially since they can make a sudden dart for an objective late in the game, when the opponent won't have much time to respond, or may be out of position to do so. Nothing is worse than getting an objective early only to have your opponent shoot you off of it and take it for themself. Fast units can also make better use of cover, so they are less likely to be shot or assaulted when attempting to get the objective. Even slower units can seize objectives, you just have to position them more carefully or start them moving toward it earlier in the game.
How do we keep the opponent from getting objectives?
You can keep the opponent from gaining the objective in several different ways. Since your opponent needs Scoring Units to get the objective, reducing all his units to non-scoring status is one way to achieve this. For that matter, you only need to worry about the units that can reach the objective. It doesn't matter if there's a Scoring Unit on the other side of the board that can't reach the objective, it's just the nearby ones, or the ones with the mobility to get there that you need to worry about.
You can also keep the opponent from getting the objective by denying their mobility. This can be as simple as making them walk. By killing their transports and fast units, you can keep them from getting very far, which will go a long way toward keeping them off of the objective. You can also deny mobility by blocking them. If there's a bottleneck, such as between two large rocks, park a vehicle in it. If they have to go around, it will take them longer to get there. For that matter, simply forcing them to go through difficult terrain will slow them down some, which again makes your job easier. You can also use "traps." If you put a powerful unit guarding the objective, they'll have to deal with that unit before they can get to the objective. Even if you don't have a powerful unit there, you may be able to place a "Tarpit" nearby. If you can place a unit between them and the objective, it will almost certainly slow them down. If that unit is hard to kill, either due to some inherent toughness or armor save, or simply due to numbers, you may keep them from ever getting that objective.

Meta-Army Selection
Pick an army and stick with it. Get to know it well. The better you know it, the better you'll be able to make it work. If you play Black Templars one week and Eldar the next week and Necrons the week after that, you'll have a very hard time figuring out what each army can really do. On the other talon, if you play the same army for a while, you'll pick up a good idea of what the units can and cannot do. You'll also get a better idea of how they can work together to be better than than they would be separately. Playing the army will help you a lot with this. Finding websites about the army is also a great idea, as it gives you access to the experience of many people that have played with the army. Be careful what advice you listen to, though. Just because someone sounds like they know what they are talking about doesn't mean they actually do. The best way to tell is by reading several things they've said and looking at how (or if) they support their statements. If they just say, "Incubi are da Bomb!" and don't back it up with anything, they probably don't really know what they are talking about. If they say, "Incubi rock because they kill lots of Space Marines!" They are probably more knowledgeable. If they say, "Incubi are great against Space Marines because they have S4 I5 Power Weapons and a good armor save, but they can be very difficult to get into combat," then you know you have a winner. Someone that takes the time to explain why they think the way they do is a great resource.

As a corollary to this, get to know other armies as well. Once you get a pretty good feel for what your army can do, then start looking at other armies. Start out by reading through their codex and watching them play some games. Checking out websites devoted to them can also give you a good idea of what they are capable of and any tricks they might have up their sleeves. Once you have a good grounding of that army, try playing around with some ideas about how to play that army. You can either try to set up armylists similar to people that you are likely to play, or you can even try to create an army for yourself. The idea is to get a good idea of what an army can do and trying it out to see what the limitations and weaknesses are. This is especially useful if you think that particular army would give (or perhaps has already given) your army trouble. If you don't have a specific army that you are preparing for, start by getting a general feel for the most popular armies in your area. If there are several Necron players and a bunch of Space Marines in your area, start with the Space Marines, then look at Necrons. As you get a feel for who the better players are, concentrate on their armies for more in-depth study.
Army Balance
When I talk about having a balanced army I'm not talking about necessarily taking more Troops than other selections, or taking some strong stuff and some weak stuff. I mean having something that can deal with everything, and trying not to be a one-trick pony. A lopsided army list is one that goes way overboard on a single aspect of the army. It might be a Beil Tann Eldar Reaper Wind army, consisting almost entirely of Dark Reapers. This sort of army will completely clean house against most Space Marine armies and other armies that have expensive troops. It will pretty much fold up and die against armies that feature lots of vehicles or swarms of cheap troops. That is the inherent problem with lopsided lists. They seem very strong, and against certain types of army they are, but against other types of army they are almost guaranteed a loss. This can lead to the "Win Big, Lose Big" situation. It is essentially betting your army on a game of Rock/Paper/Scissors. If the opponent brings one kind of army you are almost guaranteed to win. If they bring another kind of army, so you are almost guaranteed to lose. A balanced army will have something to deal with everything, whether it encounters lots of tanks or a swarm or heavy infantry.

Play the Slots
Taking a large number of force organization slots in your army list is also good. In almost all games, you will alternate with your opponent in placing a unit at a time on the board. If you have more Force Organization Chart slots than your opponent, you'll be able to place some of your units after their entire army is on the board, which means that you can get a positional advantage. You can see where all his or her threats are before you finish setting up your army, which means you can counter some of them. Alternately, you can use this to "stack" your units on one side or the other, giving you an advantage on one side. Obviously, the more slots you can fill, the bigger your advantage here will be. In addition, those slots that place earlier (such as Heavy Support and Troops) are even more important, since enough of them means you get to place your Elites, HQ and Fast Attack all with total knowledge of your opponent's deployment. Note that filling up your slots also can involve spreading out your unit choices. As an example, a Space Marine Army can take Land Speeders in Squadrons of 1-3. If you have 3 Land Speeders and no other Fast Attack, it is better to split them up into three separate Squadrons. Not only will that give you 2 extra Fast Attack slots that you have filled, it will protect them by making the enemy target them separately. It will also give you more flexibility, as you can have one or two shooting at a unit on one side of the board, while the other one can zip around the far side to seize an objective or add it's fire to a different combat.
In addition, in scenarios that allow Infiltrate, you get to place Infiltrating units last as well, giving you more knowledge of the opponent's deployment before you put them down. The more Infiltrators you have, the more you can keep your opponent guessing about where the strength of your army will be, which translates into that positional advantage again. Using non-standard deployment options such as Infiltrate, Deep Strike or Summoning will give you a leg up in the battle of maneuver before the game has even begun.
Now that we've covered the ways to win and the general concepts of army selection, next is List Selection and Unit Efficiency.
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