If you want to experience the historic duels as they were played out in the anime series, you should use the Story Deck for the campaign. Use a User Deck instead of Story to progress faster They're just good to have in general, for everyone. While you need to have a strong theme for a good deck, always make sure to have some staple cards too. These are cards that will always help you out in a pinch, give you control of the board, help you go through your deck faster so you can get the cards you want, etc. A few of these cards would be 'Dark Hole,' 'Raigeki,' 'Harpie's Feather Duster,' 'Pot of Greed,' 'Solemn Judgement,' 'Mirror Force,' and more.
Staple cards are basically cards that can fit in any deck, regardless of theme or type.