I agree, Ben's advice was pretty solid. Ill give an example of my 2500 point list that has done very well and that i would consider optimized, or at least as optimized as anything i have written up.
-Hive Tyrant
bone sword/ lash whip, talons
armored shell, old adversary
paroxysm, life leech
-3x tyrant guard
boneswords
-Swarmlord
-3x tyrant guard
boneswords
-3x hive guard
-3x hive guard
-2x hive guard
-11x termagaunts
fleshborers
-11x termagaunts
fleshborers
-tervigon
catalyst, cluster spines
-tervigon
catalyst, cluster spines
-7x genestealers
poison
-broodlord
poison, talons
-trygon
-trygon
-2x biovores
This list uses several list building principles. The main idea behind this list is target saturation. I have more T6 wounds than any other toughness, 51 wounds in fact. That means that, against the real work horses of my army, most enemy infantry weapons like bolters and las guns are almost completely useless. The only weapons most of my army fears are low ap or S6 weapons with many shots. Now i have basically made a huge part of his army useless. Mech achieves the same thing, making large parts of the enemy force impotent, while overwhelming one aspect of the enemies army, in this case, taking too many vehicles for the enemies AT choice to deal with.
Another good idea to keep in mind while writing a list is to think about what you are going to face across the table, what are your army's weaknesses, how can you cope with your enemy. If he/she is running mech, do you have enough AT weapons to cope, if you are fighting against an infantry swarm, do you have the capability to kill enough of them fast enough? Take a look at my list. Tyranids are historically weak against armor, so i bulked out on AT units (hive guard). I also know that my list is very slow, and lacks significant ranged shooting, so i needed a way to take out backfield firing platforms like heavy weapons squads, devastator squads, artillery tanks, ergo an outflanking genestealer squad, and the reserve/ outflank bonus from the swarmlord. A list like mine is very vulnerable to AT fire, as it is relatively small, especially for tyranids at 2500, so i need to be able to close with shooting units and engage them fast, queue 2 trygons and gaunts that can deply 6 inches from the tervigons, move 6, and then assault 6. They wont kill much, but they can tie most units up in assault and prevent them from shooting. Finally, with few points left to spend, I realized i had little in my army that was going to be able to efficiently combat a swarm amy like green tide orks or tervigon spam tyranids, so i threw in some biovores and cluster spines on the tervigons. Now i have 4 large blasts a turn for crowd control. And again, always consider what your opponent is going to try to do to you, for instance, i know that is is popular to take large long fang squads with missile launchers. so, lets see what 18 missiles directed towards one of my death stars will do, 18 fired, 12 hit, 10 wounds. i put 2 on each model then sink an extra on the tyrant
T G G G
l l l l
l l l l
l l
now because i use gaunt walls for cover saves, lets assume a 4+ as in almost all my games i can get a cover save for my deathstars.
on the tyrant itself, 3 wounds, .5 get past the 2+ armor save, then .25 after the FnP (from the tervigons). on the guards, 7 wounds, 3.5 get past the 4+ cover save, and then 1.75 after the FnP. I can easily afford that number of casualties a turn from 3 expensive shooting units.
The last bit of advice i have is to remember what the objective of the game is. 2/3 times it will be about scoring objectives, and rest will be about straight killing power. This means in most cases, a strong army will need either very tough troops (tervigons, wraith guard) or just very many troop choices (large ork mobs). And for kill points, you have to balance killing power against kill points you give up. Mech gaurd is very good at killing, but the abundance of lightly armored transport vehicles gives the opponent multiple opportunities to get easy kill points.
but bill is right, take everything i say with some hard rock salt, this is what has worked for me and my play style/ army, and it is not necessarily applicable to all armies/ play styles. Also, there is a very good chance im just an idiot and this i terrible advice =D, so think, play test, revise, and good luck!