Take a few simple, but fundamental examples.
- Line of sight (LOS). If someone has something behind LOS blocking terrain that you have to take out, do you have a way to do so? Perhaps something fast enough to get to it quickly, a different deployment type like Deep Strike or Snikrot, or a way to hit them regardless like indirect fire? On the flip side, are you taking advantage of LOS, protecting your units where possible?
- Movement. While most things in 40K can move, many players only see movement as a means to one of their own ends - getting into range to shoot or assault, or getting to an objective. But it can also be used to deny the enemy from achieving their ends by doing things like blocking access to objectives or getting throwaway units in the way of desired assaults. Your units aren't just a collection of shooting and close combat attacks; they're also little bits of partially-impassible terrain that you can shuffle around the battlefield.
The toolbox is part of the reason why mechanized armies can be so powerful. They gain their player access to improved or extra tools (potentially faster movement, tank shock, mobile terrain) as well as rob their opponent of the use of their own tools (via inability to target transported models).
Everything is about either giving yourself a tool to take advantage of, or denying the enemy the use of theirs. You take units with good armor saves to give yourself the ability to ignore a lot of damage, but the tool of low AP or a power weapon can take that ability away from you, etc.
What tools do you find to be especially useful? Is there something you often take advantage of that others often overlook?