Side Decking can be the most important aspect of deckbuilding and gameplay in competitive Yu-Gi-Oh. It's something that I know lots of players struggle with, and to be honest, I don't think I've mastered it either. But today, I'll try my best to explain my thoughts on Side Decking: the how-to, the why, and some theory talk.
Side Decking is an important and pivotal skill in this game because the card choices you make when you're adding and subtracting cards, have a huge impact on the outcome of your future games. At the same time, the cards in your Side Deck may not be relevant at all when a given matchup doesn't require you to change your deck. In situations like those, you may realize that you might be over-siding, and maye making decisions that could create less optimal hands in the long run.
Overall, luck plays a big role when it really comes down to it: most card choices in Side Decks nowadays are just "cards you hope you can draw in the right scenario." But really, that's just one of the most common ways to side. If it's possible to play searchable cards that help establish a winning game state, then you can and should prioritize those types of cards.
In any deck, you'll have a pool of core cards your strategy is built around. Take a deck I'm pretty familiar with as an example: Prank-Kids. I personally feel you need all twelve Prank-Kids names for the deck to function - that's Prank-Kids Dropsies, Prank-Kids Lampsies, Prank-Kids Fansies, and Prank-Kids Rocksies - as well as the Field Spell Prank-Kids Place, and other important spells like Prank-Kids Pandemonium and Prank-Kids Pranks. I wouldn't swap out some of the key power spells either, such as Instant Fusion, which you play for Prank-Kids Rocket Ride; and Terraforming, which you run to get to Prank-Kids Place.
From there the rest of the deck is largely off-theme cards, usually just anti-meta tech like Ash Blossom & Joyous Springs, Artifact Lancea, Dark Ruler No More, and the list goes on. These cards that help carry Prank-Kids to victory against a variety of matchups, but they can also being dead weight in the wrong matchup.
Consider some imaginary gameplay to illustrate the point.
Let's say you lose the dice roll and your opponent starts off by Normal Summoning Zoodiac Ramram, proceeding to Xyz Summon a Zoodiac Tigermortar into Zoodiac Drident. Your opponent follows up with Cursed Eldland, and you realize you're playing against the popular Zoodiac Eldlich deck.
Droll & Lock Bird
You look at your hand and see you've got Artifact Lancea and Droll & Lock Bird. Neither card is very strong in this matchup, when Game 1's over and you begin Side Decking, those are the cards you'll prioritize replacing: your goal is to rotate out cards that are less impactful, and replace them with cards that would be notably better.
But hey, why would I Main Deck Artifact Lancea or Droll & Lock Bird in the first place? Well, that's because the card choices we make in these anti-meta utility slots are all effectively gambles. You aren't guaranteed to open with those cards, or even draw them, ever. But if you do, and the scenario just so happens to be favorable toward that tech card, then it could be really good.
In that example, you were probably running Artifact Lancea and [Ash Blossom & Joyous Spring because you were expecting to play against Invoked Dogmatika, Dragon-Link or Dinosaurs moreso than control decks like Zoodiac Eldlich. You made a metagame read - a prediction of what you were most likely to see in the tournament - and you chose to Main Deck those cards in the hope you'd play more of those matchups, and fewer of the others.
Ash Blossom & Joyous Spring
If for some reason the gamble was wrong, and you were paired with five straight rounds of Zoodiac Eldlich, then the odds of you doing well in that particular event would be significantly lower, solely because of the card choices you made building your side.
You can't go back in time and Main Deck the correct cards. That's why it's important to play flexible anti-meta cards that cover a broad spread of matchups in your Main Deck. But if the trends in your metagame establish that only a couple of decks are dominant, then I think you can gamble harder and bet that you'll play specific matchups with more confidence. You've just gotta find the right balance: often, one of the best factors to inform your metagame read is to figure out how competitive the event you're planning for will be.
And that's the simplest way to explain one of the methods of effective Side Decking: you swap around the anti-meta cards and hope you draw them in the right scenario to win games. There's tons of combinations of scenarios and card choices that I simply can't list them all, but though playtesting and practice, you'll learn the answers to the questions you may ask yourself during your Side Decking process.
Questions like: am I going first? Is this card only good on my opening turn? What's my opponent siding against me, and should I be prepared for that? How do I deal with my opponent's end board? Or should I try and stop them from getting anything started in the first place?
Once you find the card choices that correctly answer all of these questions in overlapping scenarios, your Side Deck will perform extremely well for you, and you'll reach a higher level of understanding along the way.
I've been trying to play Artifact Dagda in my Dinosaur deck more often lately.
You can use Artifact Dagda to set Artifact Lancea straight from your deck, then destroy it on your opponent's turn with Tornado Dragon, which triggers the Artifact Lancea effect to Special Summon itself so you can activate its ability on the field. I try and establish this set-up pretty frequently because I believe Artifact Lancea a strong card to open with in a blind matchup. And if luck would have it, and I'm playing against an Invoked deck or Virtual World, then the scenario's very favorable.
If you can do this with your deck you should give it a try! Artifact Dagda very easy to make, and all you need to combo with it is something to destroy the Artifact on your opponent's turn, like Tornado Dragon or even something simple like Mystical Space Typhoon. Artifact Lancea a great card to stall with in some matchups, but Artifact Scythe can be just as oppressive.
That's just one example of how you can play a "searchable" win condition, at least in particlar matchups.
Another example of this can be seen in the sort of Tri-Brigade decks that have been successful lately. Simorgh, Bird of Sovereignty can special summon any Winged Beast from your deck. And while you can just Special Summon Barrier Statue of the Stormwinds or Mist Valley Apex Avian, they don't guarantee you victory against trap-heavy decks that just want to set five cards.
Faced with that problem, Tri-Brigade players realized that you can actually side a Dark Simorgh and summon it on your opening turn to auto-win against trap-heavy decks! There are more of these searchable sided win conditions: Artifact Lancea is searchable with Cyber Angel Benten, or you can grab Zombie World off Necroworld Banshee off Eldlixir of Scarlet Sanguine.
You can Side Deck monsters for your Extra Deck as well, to switch up your strategy or adapt to a given matchup, to a very similar effect.
It can be as simple as swapping out Tornado Dragon for Abyss Dweller when you're playing against a more graveyard-reliant deck, or vice versa when you don't expect to play against backrow decks as often.
Or it can be a reactive choice, like bringing in Chimeratech Megafleet Dragon against decks that end on Cyber Dragon Infinity with a monster in the Extra Monster Zone. The infamous Dogmatika Maximus package is the same deal, siding Cyber Dragon Nova to summon Invoked Mechaba and Elder Entity N'tss to destroy an opposing Invoked Mechaba.
Lately I've even seen players running El Shaddoll Apkallone with a Naelshaddoll Ariel to help counter an opposing Dogmatika player, keeping them from setting up Shaddoll Schism from their Dogmatika Maximus effect.
If you have easy access to a card that can auto-win you a particular matchup, whether you can search that card or just have it on hand in your Extra Deck after Game 1, you should probably consider siding it.
Smoke screening's a very old fashioned term players used to describe a specific method of Side Decking. It's a little hard to pull off, but it can be very rewarding because of its amazing surprise factor. Dedicated smoke screening hasn't been done in modern Yu-Gi-Oh for a while now, but it's still good to learn about it in case you can pull it off in the future.
So what is it? Smoke screening describes the strategy of swapping the majority of your fifteen Side Decked cards, into your Main Deck, to create an entirely different strategy in your sided games. The smoke screening player would shuffle their Side Deck into their Main Deck and then remove fifteen cards. You don't swap anti-meta cards for other anti-meta cards. This method is generally used to surprise your opponent by swapping to an entirely different deck!
I remember a time back when Mermail and Firefist were the two best decks of the format. And I remember seeing someone committing to playing Mermails in Game 1. Then, they used their Side Deck to swap to Fire Fist for Game 2. The opposing player would make an Abyss Dweller on their opening turn, or side into cards like Soul Drain expecting to stop Atlantean effects. The opponent would be in shock after seeing their opponent drop Fire Formation - Tenki to search Brotherhood of the Fire Fist - Bear.
This kind of surprise factor was huge! And it takes a lot to figure out how to pull it off.
First you have to see if you can swap fifteen cards for another fifteen cards and still be able to win. Second, the strategy you're swapping into needs to have a different set of weaknesses than your first strategy. That way your opponent would be siding in suboptimal cards against you. It's very infrequent that those factors can align correctly, and if everything doesn't line up, then a smoke screen side isn't worthwhile.
But there are smaller examples to this kind of strategy, and while a full strategy smoke screen like the old days seems next to impossible, a more limited take on the concept is easier. For instance, you can use your Side Deck to swap from a going-first combo build, a big-board strategy or an FTK plan, to a going-second, board breaking OTK deck.
I remember building combo Dinosaurs: it was so good that I knew my opponents would never let me go first after seeing the combos I was doing. So if it was guaranteed that my opponent would always choose to go first after Side Decking, then it would be much easier to side into an entirely different game plan. Cards like Mystic Mine, or the Number 39: Utopia Double package are great when your opponent least expects it.
Side decking is, simply put, rebuilding your Main Deck so you'll have better tools in the right matchups and scenarios. Or at least you're trying to. As I've said in the beginning, luck is still a factor: most of the time, you still have to draw the cards at the right time, and in the right situation.
I can't count how many times I've heard frustrated players lose a match, and afterwards say, "I didn't draw any card from my Side Deck!" It happens a lot.
So yeah, Side Decking isn't meant to be a guaranteed way to win games. It definitely helps raise your chances of winning, even in unfavorable or niche matchups you don't expect to face. I personally believe that it's best to always respect rogue decks, while also preparing to face the strongest meta decks that are trending. That means cards that overlap multiple matchups, or are easier to use against a wide range of decks, are usually better choices than very strong cards which only function in specific matchups.
Hopefully this discussion gives you some insight into your options for Side Decking. I may have been a little vague, but it's hard to be detailed and specific when it comes to Side Decking, because there are so many scenarios which you can only memorize with practice.
I'm still trying to get better at Side Decking myself! But hopefully you can take something from this article, and level up your deck building for the events you want to do well at.