A Side Deck is really good to fight against specific strategies. If your opponent is playing a Deck that has a weakness, and you have a card in your Side Deck to exploit that weakness, then put that card in your Deck after the first Duel and use it in the rest of that Match!
If your opponent is playing a defensive Deck, then your defensive cards really are not that necessary. You can replace them between Duels with offensive cards, or cards that will destroySpell and Trap Cards.
If your opponent is playing with Exodia, you can get cards from your Side Deck that discard your opponent's hand, or remove cards from play. Exodia can not do much good from outside the game.
Build your Side Deck based on what people in your area are playing. If a specific Deck type is common, put cards to counter it in your Side Deck.