Standard build for Archfiends I've had some success with. There's definite room for improvements.
The main strengths of Archfiends include their access to Falling Down, the high attack power of their monsters, and their easy recyclability. Some of the Archfiends have no OPTs too. The deck is surprisingly well suited for grind games and can potentially be tweaked to lean more in that direction.
All of the links are good generic fiends, with Masterking Archfiend being a centerpiece; Tour Guide + Fiendish Rhino Warrior can summon him, FRW can send an Heiress, and Masterking can trigger his ability on Chain Link 1 to put an extra body on the field, or give you back a resource while you get a search. Zombiestein is the most reliable option to beating over Dragoon; Dingirsu is good for removal and can be ranked up into Pain Gainer and The Seven Sins. Leviair is for recycling.
Archfiends are less reliant on the Extra Deck than other archetypes, so Pot of Prosperity and Pot of Extravagance work well here. You can cut Curse Necrofear and the Allure of Darknesses for three Prosperities if you'd like. Side deck consists of anti-meta and board wipe cards which Archfiends can profit from.
Proof of Pruflas might be worth playing around with in this deck. Other promising builds for Archfiends include a level 6 focused variant, using XYZs like Jinzo - Layered, Beatrice, Dhampir, and Constellar Ptolemy M7, a trap heavy build that makes extensive use of the viruses, or a fusion build that uses Summoned Skull, Super Polymerization, etc.