The main strat is getting out Melffy cards to summon Xyz monsters. The more powerful cards can be used to protect the Melffy cards long enough to Xyz summon. There are plenty of effect cards, as well as spell/trap cards that can serve this purpose, with a particular spotlight on graveyard retrieval and attack/effect negation. Plus, even if some kind of spell, trap, or monster defense can't be immediately set up, the Melffies can defend themselves for a bit. They can be called back to avoid damage, and the nature of their effects makes collecting a hand of Melffies easy, in addition to the regular draw.
This deck was assembled from cards I've come across card hunting. That is, except the Melffy cards which were purposefully sought out, and a few cards found in the Slifer deck.