When I first got into the game, I played for fluff... I played LatD, not at all cheesy (I've never even heard of battlecannons at the time...). I took units that I liked, and characterized all units I took (ie, gave them reasons to be fighting, reasons as to why they fought a certain way, reasons why they didn't have some things, etc).
But I never won.
Then I started picking up on armies that had simple-win lists (ie, Leman Russ IG), and tried them out. It not only helped me to win a few games, but helped teach me how to fight without them (your LR won't survive every battle, and my opponents had no trouble fighting without one...).
Now, I play a mixture of fluff/win. My only exception being my unit of Khorne Berzerkers led by a Slaaneshi SorcLord in Terminator Armour - they're in my tournament lists.
But my next planned list is Nurgle-Daemons. 7 squads total, ~7 in every squad. I hope it'll win, with my experience, but I know it's going to be fluffy.