There are a lot of tricks to mastering Malifaux, but they can all be broken down fairly easy when looked at the whole thing objectively.
Crew Building Edit
Best Tool For the Job Edit
As you expand in your Master/ model selection in your chosen faction, you equally create options for how you deal with each mission you are presented. An important key of this is that you choose your crew AFTER you hear the Strategy and choose your Schemes.
Thus, if you have schemes that lean towards killing enemy models, it's to your benefit to to choose a leader and crew that support that (instead of coming to a game with a set chosen crew first, then trying to make it fit the schemes given second).
Because of this its recomended that when you start investing in Malifaux, you choose your faction first and commit to it alone. Doing so increases your tactical ability by being able to assign the best agent to the most appropriate mission.
Consider your Enemy Edit
Both players are aware of what faction they are facing before they choose their forces, and this can help you choose forces to counter what you may face. Knowing how each faction plays and what forces are in each will help a lot to this regard (e.g.: the Gremlin's have the most 'Living Models' of any faction, so taking models with Fear (Living) could be handy to counter them).
This is an advanced strategy and shouldn't be the focus of new players. Indeed, the more you play Malifaux and the more opponents you face, this knowledge will become more and more innate. Keep it in mind, but do not make it your priority.
Quality VS Quantity Edit
Malifaux models vary in cost, and their value often dictates how powerful a figure is. While every player has a different preference of what to take, some preferring a few elite warriors and others favoring mass swarms of expendable minions, the benefits of both need to be recognized. In particular player should always consider the advantage of numbers.
Malifaux's mechanics dictate each player activates a model in turn, going back and forth between each player. Because of this a crew with a number of cheap and numerous minions can opt to activate them first, and in doing so delay activating their heavy hitters until they have seen what and where the enemy is moving. For this reason, outnumering your opponent offers tactical insight and allows you to move your forces where they need to be after your enemy has revealed their plan.
However, the horde strategy isn't without a flaw. Cheap and numerous minions are often fragile, and as each one dies the tactical advantage is lost. Because of this crews that prioritize Quality over Quantity typically gain an advantage in the late game if they can survive the abuse and outmaneuvers of the early game.
Game Play Edit
One Kill at a Time Edit
Even if you are pursuing strategy and schemes, combat will always be a part of Malifaux. And its often better to focus your fire on a single target than spread your damage out. Most models are just as powerful at 1 Wd as they are on full health (though there are exceptions - below 50% health Rogue Necromancy and Sabretooth Cerberus get weaker, while Santiago Ortega gets stronger)!
If you're going to go for a kill, try to focus the fight to remove your enemies piece-meal (one-at-a-time) instead of taking them all on).
Ignore the Activated, Kill those in Waiting Edit
Once a model has activated that turn, they are of no threat to you for the rest of that turn. If able, aim to kill models that haven't acted yet as this not only removes a model but looses their crew the activation they COULD have had that turn.
Naturally there are exceptions to this rule (e.g.: better to kill a badly-wounded-already-activated enemy, then attempt to wound a full-health unactivated target), but keep in mind what models are threat to the current situation, and which you can choose to ignore.
Know your Enemy... and Stop Them Edit
While you are pursuing your own strategy and schemes, be mindful of what your enemy is aiming to do. Victory means who has the most Points at the game's end - meaning preventing your opponent achieving their goals is equally as important as achieving your own. Since the Strategy is shared and the schemes to choose are public knowledge, pay attention to what your opponent has chosen as much as what you've decided.
Keep Them Guessing Edit
While both sides attempt the same strategy, and all schemes available to the current game are public knowledge, not every scheme needs to be revealed. Hiding a Scheme like Murder Protege will mean the enemy won't hold their powerful models back, allowing you to a better chance of acomplishing it (since your prey won't be running away on you).
It will cost you -1 VP to hide your scheme, but leaving your opponent in the dark to your goal provide significant tactical advantage - especially if you are good at playing in a way to suggest your agenda is something different to what you appear to be pursuing.
Victory over Violence Edit
Malifaux boils down to succeeding at your schemes/ strategies to accumilate Victory Points. You may have butchered your enemy into paste, but while you were focusing on slaughter - they were likely pursuing goals that won them the game.
Admittedly some Schemes and Strategies encourage killing over interactively placing Scheme Markers, but all of them have the same purpose - do X action to accumilate Y victory points. Always keep your mind on the prize and accept losses are part of your strategy to secure the game.