Now I realize that everyone and their dog has a 'winning way to build an armylist' so instead of giving you the step by step process I use (which honestly wouldn't help you) I'll give you a generalization of how I pick an army and a list of tips that I use to check my lists and see how they'll work both on paper and in game. That way you can read through the various tidbitz and pick and choice what you think would be useful.
Army selection
The fact that there is alot of different schools of thought on army selection tells me that there is no right or wrong way to pick an army. Some people build there army around a single powerful squad, while other work to make a more cohesive force. Some people are minimalists choosing squads with only the bare essentials, while others take only a handful of units with as many upgrades and options as possible. I tend to lean heavily towards the former but that doesn't make it the correct way. Most people find a happy middle ground.
Others still prefer the min/max approach of the smallest squads with as many weapons as possible. Personally I think this principle is retarded as you end up with an entire army of glass cannons. A bunch of squads that can dish it out but not take it, not unlike the stereotypical players of said armies. /end rant
The best advise I can give is to stick to the basics. The force org forces you to take 2 troops and an HQ so make them count, don't just take the bare minimum. I like to take two larger and well equipped squads as my required troops and an HQ with "As much wargear as it takes to make him effective" the combination of which varies on the army and player in question.
Once I have my required units I like to spend at least a half of my points on what I like to call my core units. These are squads that will go out and take objectives, hold there ground and conduct the majority of the assaults and grunt work of my army.
After that I splurge on specialized and neat units to accomplish whatever tasks I deem necessary.
I find its important to balance anti-tank and anti-infantry firepower. I don't understand why some players have such a hard-on for lascannons to the point where they insist on taking a dozen or so in an army. That's great, you can kill tanks good but shooting those as guardsmen really doesn't help you much.
Just because a weapon is the most expensive option doesn't make it the best!
I prefer to cluster anti-infantry weapons together in groups and run my anti-tank guns alone. By that I mean if I have say a razorback I'm more likely to give it an anti-tank gun where as I will equip a squad of devastators with Heavy Bolters and missile launchers. In addition to paying less per lascannon by having them on the tank you can effectively split fire with them. By that I mean it only takes 1 lascannon or melta gun to kill a tank. So having 4 in one squad is detrimental. If the first one kills the tank what do the rest of the guys do? Where if you keep them separated you can do a better job of target priority. You only need one shot to kill a tank.
Anti-Infantry weapons on the other hand are better in large numbers. Infantry squads take alot of shots to kill so having a few extras shots in a squad is to your advantage. That and you'll often find that anti-infantry guns are cheaper when carried by infantry then on tanks. Its like they planned it that way or something.
The easy way to tell if you have too heavy a bias towards one of the other is play a few games. If you find you have to rely on Heavy Bolters to kill rhinos chances are you don't have enough anti-tank guns. Alternately if your shooting a lascannon at infantry more often than a tank, you're doing it wrong. Save your points and switch a few of them out for Missile Launchers, Autocannons or Heavy Bolters.
So what weapons should I take in my army?
My answer is that they're all good! It's really a matter of picking what weapon is best for the situation. A Starcannon or Bright Lance are not inherently better than a Scatter Laser or Shuriken Cannon and vice versa. A powerfist may hit harder than a power weapon, but the power weapon strikes first. Again just because a weapon is more expensive doesn't make it a better option.
What you need to do is figure out what your unit is expected to do in combat and give them the ideal weapon for that task. Sometimes the cheaper option is right option, just because you want to keep the squad cheap because "Mr. Bond I expect you to die!"
Again a good rule is "Just give the unit what they need to be effective". Don't overdo it and save your points to take more units.
As a rule of thumb I don't like counting points until the end of the selection process. Instead I write down what I would like to have in the army and calculate the points after the fact. I find this helps me design armies that I'm much more comfortable with as a hole. If I nitpick about points right off the bat I almost always end up cutting myself off at the knees, taking out units, cutting down squad sizes and removing upgrades that I really shouldn't in order to squeeze in that proverbial Land Raider.
Being comfortable with your armylist is the most important thing. If you have to make sacrifices you aren't happy with to get in that extra couple lascannons then chances are your army won't work well for you because you'll constantly find yourself complaining about that decision.
To mech? or not to mech? that is the question.
There is a big debate out there as to whether you have to play mechanized armies to win games. What alot of people don't realize is that this same debate has been ongoing since the first 'Space Marines on Skateboards' lists started appearing in early 3rd edition.
The upside of mech is the armor protection of the transports and the mobility.
The downside is the smaller and more vunerable squads and the large numbers of points invested into the vehicles.
In my opinion either side of the coin works. We have a number of top ten guys here including myself that swear by mech, but we have one guy that shows up to tournaments and wins the best general trophy 90% of the time and he insists that all infantry is the way to go. The fact that he wins as many games as he does means that he obviously knows what he's taking about.
Again I don't think there is reason for an 'all mech or bust' philosophy. Both sides of the coin work just as well but I am of the opinion that hybrid lists don't work. When it comes to mech go all out or go home. Having half your guys in boats isn't to your advantage as it will make it increasingly difficult for your army to act as a cohesive force.
Reviewing your Armylist
The Points Breakdown
I'm always curious to see a points breakdown of my army. This is a habit I got into about 6-8 years ago when our major local tournament used to use a similar system to calculate your composition score. I like to spreadsheet out my armylist and figure out what percentage of my total points I've spend on each unit and in each category (heavy support, fast, elite, etc) I find it helps me to uncover if I have any kind of significant bias towards any one type of unit and to a guy that prefers to have a balanced list rather than a list biased to one type of warfare this really is beneficial.
My rule of thumb is have 50% of my points in core units (troops and objective grabbing/holding units) so seeing the perecentages helps me in this regard.
It can also be to your advantage to breakdown what percentage of your points are spend on upgrades (plasma guns, vehicles upgrades, character options, etc) sometimes you'll be surprised at just how high that figure can be. To the point where you realize that if you trim it down you can get an entire other unit into your army that could be more to your benefit that putting Krak grenades on every squad.
It's also nice to know what your most expensive units are right of the bat as many tournaments (mine included) have scenarios that give bonus points for keeping the unit above half strength or killing your opponents highest point unit.
The Slideshow Review
This is an idea I picked up online. After you have built your army look at a series of pictures of armies (I have a collection from previous tournaments) and ask yourself "How would I deal with this?" The goal should be to have an answer for each picture, even if the plan is only to go for a draw. If you are looking at the kind of armies you expect to fight at the tournament and you often don't think you can't deal with them with your armylist, then it is a sure sign that you need to make adjustments.
Here's a few examples:
< Mech Marines
All foot base Orks >< Heavy Bike List
Deathwing >
Playtesting
And course you always need to playtest your new list, but I'm going to have a whole other article on that.
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