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I think it just really depends on what you want out of the game and how much you enjoy the different aspects of it. I play out every game and I generally win. I enjoy putting together a club and matching players to roles. I like using the bench and managing the bullpen. I get more from the game by playing it out but I have done it that way for 44 years, since I started playing APBA and All-Star Baseball when I was 8 years old. Clicking the mouse is not quite the same as rolling the dice and flicking the spinners, but it is more than good enough for me.
As far as winning, you can go long-term or short-term. I like to build organizations and dynasties, so for me each iteration is a minimum 15-20 season commitment, playing out every game. The standards are fairly well known: good pitching, good defense, better hitters than the other teams, productive farm system, smart drafting and trading, no ridiculously bad financial moves, and you are on your way. It is not "how" to win that makes the difference, it is the discipline to stick to the basics and the patience to out-wait bad luck that gets you to glory.
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