|Optimize, Optimus. You get it.|
I'm usually a fan of building the hardest list you can bring to the table, regardless of the system being played. I don't want to win in a walk, I want to be challenged, and to have a very real chance of losing. Just steamrolling somebody is no fun. I like to get my lists as hard as possible for just this reason. If I want you to bring the nastiest thing you can to the table, expect me to do the same. My Plague Marines are as optimized an army as one can field with this sub-optimal book (hopefully to be rectified soon by the rumored Codex: Chaos Legions, but I digress). I bring two Warptime Daemon Princes, the best infantry in the book, and as many Obliterators as I can cram in. I don't feel bad about it either. It just so happens that this is my fourth Plague Marine army (can't get enough of these nasty dudes). Did I intentionally pick Plague Marines since they're the best infantry in the book? No. I did, however, make the best damn list I could from what's available. I have three Vindicators, two Dreadnoughts, and a whole plethora of other gribblies to field. I don't, as much as I want to, because they're not the best thing to get the job done. Well, I do field the Vindicators from tome to time, as the damage they can do is just so much fun!
In HordesMachchine this approach is expected. Everything should compliment everything else. There should be synergies, and the best bang for the buck. I used to whine about the Winterguard Death Star, but not so much any more. I've learned how to cope with it, and accept it as part of the Khadoran metagame. They're an insanely good deal for insanely good troops. That's how Privateer Press rolls, and I try to optimize my Warmachine and Monsterpocalypse forces whenever I play. It's expected.
In Warhammer Fantasy, 40k, or any other G.W. game, however, this is frowned upon. They design their games to be played "casually" (A.K.A. an excuse not to extensively playtest), and declare those of us who design our armies to win games "beardy" or "cheesy". They do this as they sponsor the 'Ard Boyz events,, which epitomizes the "bring the nastiest thing you have and don't cry when you get tabled" mentallity. They're talking out of both sides of their mouth, however, as when they say their games are not meant to be played competitively they still have a Tournament Circut listing on their website. Is this supposed to be a non-competitive tournament? Is there not a winner? This just seems a bit silly to me.
Games are meant to be played to be won. In wargaming this means to bring the best toolkit available to you to the table. The reason I don't "Venom spam" and "darklight spam" my Dark Eldar is twofold. One, I got into the army for Incubi. They're in the army no matter what. The second reason is financial. Blasters are expensive- there's only one to a box, and for Trueborn this means you need four boxes of warriors just to field a single squad. If I was capable of recasting a billion blaster arms, you'd better believe there'd be a bunch of those dudes running around.
But then, aren't I being hypocritical when I say I'm not going to build the best dang Dark Eldar army I can? Shouldn't I just drop the Incubi and get as many Blasters on the table as I can?
I'm still optimizing my army. I'm tailoring it around my Incubi. I have assets in my army to crack open APCs and get the contents out where I can charge them (Ravagers). I have assets to decimate infantry as they close (Splinter Cannons / Liquifiers) and anti-support assets (Wyches and Raiders). I'm bringing the best I can think of to the table. If I get my teeth kicked in by a superior list that just means one (or both) of two things:
One, I need to refine my army.
Two, I need to practice more.
Of course, I do have a sub-optimal army in my Deathwing, but hey, everybody needs a challenge some times. I just see every aspect of the hobby as a challenge. Assembly, painting, playing the game, and even list building.
In closing, I just want to say that list optimization is not a crime. It's not some horrible affront to the wargaming hobby to bring your best to the table. I build my armies to win games. I feel no shame when I whip out two Hell Pit Abominations against an opponent. There are ways to deal with monsters (flaming attacks) in the game, and people need to learn how to use them. Expect the worst possible element you can imagine across the table from you, and plan accordingly. The meta is still part of the game. It's the game within the game. Learn it, know it, live it.