Theme
Having cards that work well with each other is called having good synergy. Aside from themes like Lightsworn or Gladiator Beast, there are also cards that work well with the attributes of your cards. For example, Rescue Cat is great if you have all consistency as you will start to get to the point where any handful of cards from your deck will be a strong and usable hand.
Specifically, look for ways to summon tribute monsters other than tributing. Also, keep an eye out for monster, spell, and Synchro Monster you worked so hard to bring onto the field, pack a Book of the Moon to keep it safe.
Things to Avoid: x5d4
More than 20 Monsters
Since your deck is going to be only 40 cards, having more than 20 monsters in your deck means that you are more than 50% likely to have a hand of nothing but monster cards. This is not a good thing, as you will have no defensive traps or spells set to keep your strategy in motion. Rely on the staple spells and traps.
Huge Tribute Monsters
This is especially true for level 7 and 8 normal monsters, as they will often end up being dead cards in your hand. If you ever find a card just sitting in your hand for the utterly useless. If you can summon one of these, you probably were winning already and did not really need it at all.
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