When I'm building an army list, say it's for Battletech or Warhammer 40K, the units that I select all work towards making a certain goal on the tabletop happen.
In Battletech perhaps that is soaking the table in long range missile fire, for Warhammer 40K it could be running across the table with my World Eaters and putting your army to the chain sword.
Every unit selected works to make that plan happen.
I also set aside some points or battle value to experiment with- taking a unit or two to try out tactically on the table. Something unique, novel, and different- but not so many points that it takes away from the primary list I'm looking to field.
This way I get the best of both worlds on the table- a solid list that I know how to play, and enjoy playing based on my tabletop personality, while at the same time getting to added and explore new units without the pressure of win/loss.
Always save a few points for the fun of experimental tech.
See you in the game!