I used to play semi-competitively, I quit before the Synchros came out, I couldn't keep up with all the stuff they threw at their players. I would spend all of my money on cards for a new deck, and then just a couple of weeks later either some new deck came out to beat mine, or a new forbidden/limited list came around and forbid my best combo pieces.
In the physical Trading Card Game, my favorites were Warrior's Toolbox (Marauding Captain, Command Knight, Freed, the Matchless Warrior, 15 other random Warrior-types tied together with a few copies of The A. Forces, Reinforcement of the Army, and Royal Decree for total oppression [little gets by Freed the Matchless General when you've got a Royal Decree out on the field]), Gadget Storm (Green Gadget, Red Gadget, and Yellow Gadget fetch each other out, Pot of Avarice keeps the assembly rolling, and the rest of the deck is support options like Chiron, the Mage, D.D Warrior Lady, and Exiled Force, some removal in the form of Smashing Ground/Fissure/Hammer Shot, and a couple of pump/drain cards to put the hurt on an unlucky opponent, including but not limited to Limiter Removal/Rush Recklessly/Shrink/Rising Energy. Also, Stronghold, just 'cuz).
I also happen to own a copy of the GBA Game, Yu-Gi-Oh! World Championship 2006: Master's Edition, and on there I like playing all manner of burn and mill-style decks. Morphing Jar #1 and #2, Cyber Jar, Gravekeeper's Servant, Needle Worm, and Card Destruction for Mill, and Solar Flare Dragon, Stealth Bird, Bowganian, and Wave-Motion Cannon (with some defense support like Level-Limit Area B and Gravity Bind).