Starting a Game
Though it may not be the most exciting part of any game, the opening steps for Malifaux in particular to include the most important decisions you will make for a given match. Understanding and keeping focused on your and your opponents strategies will inform all subsequent decisions from crew and scheme selections to in-game tactical minutiae.
Crew selection is an interesting process. Many players give preferential treatment of certain selections - whether the result of limited personal model selection or simple prideful tendencies, this is a bad habit. Understanding the full range of choices at your disposal and their application relevant to particular schemes, strategies, and opponents is hugely important - to this end, try to rotate your crew selection, even include models you have had bad previous experiences with or ones that seem lack luster 'on-paper' further your understanding of your options.
When selecting Schemes, consider the following approaches. First, you may choose schemes that seem easy and achievable - things that can be controlled and planned for from turn one by making specific selections when hiring your crew. The other option is to select schemes designed to manipulate your opponent. These schemes are most often announced, selected with regard to the determined strategies, and based on some expectation of your opponent's behavior.
Example: A friend of mine gets plant evidence as a strategy and hires a fairly mobile Belle based Seamus crew, I in turn have Distract and an aggressive mostly Ortega crew. I know keeping him off my half of the table both earns me VP's and denies him, so I select and announce Assassinate and Raid as Schemes on the assumption that he will either have to risk a stand up fight (where I like my chances and can earn VP's) or spend time dancing on his half of the table trying to avoid me (which will keep him away from both our primary goals).
Furthermore, be very careful of undervaluing available VP's. Keeping a scheme hidden or trading one for a couple extra Soulstones may feel like you've bought an edge in tactics or power, but tactics and power are only as valuable as the VP's they can earn you. Will your choice earn you more VP's than it cost?
Playing the Game
Once you have your Schemes, Strategies, and Crews you're ready to get playing so lets look at the basics of Deployment and the Early/Mid/Late game.
Pages could be written (and indeed have been) regarding the tactics of deployment. For the sake of this overview we will keep things simple and general. Keep in mind your objectives, now and always. During deployment pay special attention to the foot speed and range of your models and the respective traits of your opponent - if you are fast you have more options, if you are slow consider deploying more centrally so your pieces are not left stranded to become easy targets or simply unable to take part where they are needed. Be aware of enemy pulses/blasts/auras and have a plan for what you want the board to look like a turn from now.
Once you're on the board, know how you're going to spend your first 2 turns. McMourning can dismember his own models for Body Part Counters, Perdita can use a Watcher and Hero's Gamble to fix her hand and Obey to accelerate Papa Loco or an Executioner across the board, Collette can conjure Soulstones, and other masters just want to cross the board and start fighting ASAP. Your plan may not survive contact with the enemy, but you need to have one in any case - dancing around waiting to see what your opponent does gives him control over the pace of the game, even making a tactical mistake can be better than flinching before the first blows of the game are struck.
As the Mid-Game approaches stay mentally in the fight. It is easy to get discouraged by a bad start, or be sucked into zealous over commitment of your crew in the face of a 'weak' opponent. Both of these are traps that will cost you games. When the cards simply won't go your way, tough it out - Malifaux is exceptional in so much as you do not need any surviving models to win, just more VP's than your opponent - snag any VP's you can get and never give up before the game is over. Likewise, do not succumb to the single-mindedness that come natural with martially dominating an opponent. Yes, grinding his crew into a fine snortable powder is immensely satisfying, but unless that's where your Strats and Schemes lie it's not actually earning you any VP's.
In this same vein, don't let turn 5 & 6 sneak up on you. You need to keep an eye on things like physical distance from objectives, position of enemy models to contest or snare you in melee, ways left to deny your opponent last minute VP's. Indeed, these are things that should be on your mind throughout the game, but by turn 5 it's time to ease off the gas and lock any remaining VP's down.
Resource Management
The resources available to you and the details of their application in a game of Malifaux are exhaustingly intricate. Rather than try and breakdown all the potential decisions you may face and the logic/math/evil magic that goes into making those decisions, let's instead focus on a basic set of principles and questions that can help in the majority of in-game situations.
-What are my chances of success? Look at your model's stats, you're opponent's stats, any modifiers or cards already in-play. If you're hoping on long odds it's probably better to find a different way to address the situation than to burn a good card or SS.
-What are my other options and their possible results? Is it better to try and mitigate damage by lessening the gap in a duel and forcing a -flip or to burn a SS for damage prevention? Well, if they have a Slow effect on their moderate damage a prevention flip isn't going to help, but if they have a trigger that requires them to do damage then prevention is likely the better option.
-How important is this moment to the game's outcome? It is easy to get caught in the moment and spend resources trying to save a model. Remember, the models are as much an expendable resource as your SS's or the cards in your hand. Losing one isn't the end of the game and sometimes there's nothing more aggravating to an opponent than the feeling that all the damage they're doing still isn't helping them win the game.
-What is this costing my opponent? Sometimes 'winning' or 'losing' a given fight has nothing to do with who did what damage or which models are left standing. If your opponent is making bad decisions about resource management for short term gains he may accomplish his immediate goal, but he's also opening a window of opportunity for you to take advantage of. This is called over-extending and taking advantage of these windows will win you games.
As always, focus on your long term objectives, be aware of the options available to you, and make the choices that will get you to the real goal - earning VP's.
Don't Forget
If you move (Walk, Charge, Fly, etc...) out of Melee, you will suffer a disengaging strike which could cancel your action and waste your AP. However, if you are 'pushed' out of Melee, you avoid all disengaging strikes as you are not moving on your own accord.
Unless the model making the disengaging strike has "Wicked", the strike will NOT do any damage - however canceling you from taking an action can be nasty.
Walking twice may let you move faster and navigate around objects. Charge may force you to move in a straight line towards an enemy in your LoS, but if contact can be made with the enemy you get a free melee-strike on them which comes with a +1 Card Flip. "Ye all whom throws the first punch, hits the hardest!"
Be selective of your activation order. Activating your weaker models first will buy you time to see how your opponent will react and give you grounds to make a successful counter-strike. However, activating your big-guns first will let take initiative on attacking.
When attacking, try to kill models that have not activated yet.
Most conflicts will eventually become a dog-pile with everyone dishing it out in one area. Be selective of the position of your crew. It is possible to block your heavy hitters behind you expendable minions.