Play this monster in attack mode, and then equip it with "D - Shield" when your opponent attacks. This way, you can bring back any and all Destiny HEROES that your opponent destroys (works quite well with "Destiny HERO - Fear Monger").
Try having "The Dark Door" and two copies of this card on your field. That way, your opponent can only attack with one monster and will be unable to destroy this card, or another "Destiny HERO" monster, since the other "Captain Tenacious" will bring it back next turn.
If you control this card and a "Destiny HERO - Fear Monger", force your opponet to attack Fear Monger ("Staunch Defender" while they only control one monster is one way) or make this card indestructable ("D - Shield" is the most obvious) so that during your standby phase you will gain one monster from Fear Monger, and Fear Monger again from this card. While this combo may be hard to pull off, it merits an easy "Dogma" or "Plasma".
Reviving "Destiny HERO - Disk Commander" with this card would be a great way to get more cards, but your opponent is not likely to give you that chance, so you'll likely have to suicide your "Disk Commander" into something yourself in order to do it.