There are many different methods for building a Burn Deck. The most effective play style often changes depending on the format. Burn Decks can generally be divided into two types:
Fast, FTK/OTK Burn Decks. These tend to focus on a few extremely powerful burn cards together, or using almost all of the user's deck in a single turn.
Slower (perhaps 1000-2400 damage per turn) Burn Decks. These are usually combined with Stall cards to protect the user's Life Points (as Burn Decks do not usually run many powerful monsters to defend directly) while chipping away at the opponent.
Chain Strike or Chain Burn is a Deck usually designed to win by the first to third turn. This is accomplished by starting a chain with and continuing until a well-timed "Chain Strike" can generate enough burn damage to win. These Decks are generally built with very few monsters.
Stall cards are not recommended, since the drawing effect of "Bubbleman" won't trigger if there are cards on the field. Dome people do run Normal Traps like "Threatening Roar" or "Magic Cylinder" that can be set last, and can be used as back-ups when you are forced to discard. The only Trap card specifically recommended is "Magical Explosion", which is often used as a finisher in this Deck.
This deck uses the effect of "Fire Princess" along with Life Point gaining cards to deal constant effect damage. The Deck is sometimes called a Big Bang Deck, after the Japanese name of "Fire Princess" - "Big Bang Girl". Despite being a burn deck itself, Cure-Burn tends to be quite strong against most other burn decks due to the constant LP gain.
This Deck uses "Dark Snake Syndrome" to constantly deal damage to the opponent, while protecting the user's own Life Points with "Des Wombat". To make strategy safer and faster, it also uses other classic burn, along with Life Point gaining cards to increase the LP difference between each player.
As the name implies FIRE Burn, sometimes called Molten Burn, is a Deck that focuses on dealing damage with FIRE-Attribute, mostly Pyro-Type monsters. This Deck can be played either passively or aggressively.
The more passive variants of the Deck play similar to Stall Burn, using many protective cards and slowly, but consistently, dealing effect damage each turn. See Stall Burn's recommended Spells/Traps. If using only Pyro-Type monsters, "Soul of Fire" & "Firewall" could be considered as methods of effect damage and protection respectively.
The more aggressive variants tend to focus on a higher monster count and dealing damage through monster effects, often including the destruction of their own monsters, then dealing damage with the monster's on destruction effects in combination with the Continuous Trap Cards "Backfire" and "Kickfire".
This deck works around making your opponent pay life points for every action. As your opponents life points start reaching zero, they stop making plays, which forces a few high damage cards to be used like "Ceasefire"and "Just Desserts", or continuously damaging cards like "Minor Goblin Official", "Nightmare Wheel", or "Lava Golem". This deck works best adding stalls cards, forcing your opponent to waste most of their efforts destroying either your stall cards or burn cards, hopefully not both. Cards that can stall without completely negating attacks like "Ordeal of a Traveler", "Mirror Force", or "Waboku" over those that completely stop attacks likes "Gravity Bind" or "Swords of Revealing Light" to add in the damage from "Toll".
This variant of a "Toon" Deck focuses on weakening the opponent with burn cards before attacking directly to finish the Duel. One of its powerful plays involves giving the opponent "Lava Golem" or a "Kaiju" monster, then using "Shadow Toon" to deal large amounts of damage, before taking control of it with "Comic Hand" and using it to attack the opponent directly. Instead of attacking directly to finish the Duel the deck can use "Toon Cannon Soldier", which can tribute Tokens and itself to deal 500 damage multiple times a turn.
Burn Decks are infamous and generally disliked by many players as most Burn Decks play solitaire and can be rather difficult to play against and defeat when a player is not prepared for it. Despite this, in general, it is considered one of the easiest Decks to Side against. This results in Burn Decks having more success in single Duels, opposed to Matches and, by extension, tournaments.
Since many burn cards are minus 1s, Burn Decks can quickly deplete the player of cards. If the player can defeat the opponent quickly this won't matter, but should the opponent manage to stall (either by regaining LP, negating effects or reducing effect damage) it can quickly leave the Burn player out of resources.