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I can't think of a 40k list right now that just rolls over everything in sight.

Sure, your 'russ heavy armored company might smack some SAFH gun line marines around with AP 3 goodness, but that lysander wing will ruin your day. Unkillable falcons driving you crazy? I have a Tau list than can reliably down 2-3 of them in a 1,500 pt 6 turn game. I had a DE army that fired 17 Dark lance shots a round! Iron warriors? Hide behind pods, fire melta and plasma. Hate Tau? FOTD them off of the board!

Most armies in 40k can be played at a high level.

I can think of a few exceptions that tend to run a little weaker though:
Grey Knights
Foot Slogging Orks
Iyanden themed Eldar ('new dex)
Thousand Sons

In general, I try not to blame my losses on my opponent's cheesy list. I blame them on bad dice rolls and my own ADD.

What happens when you hit escalation and you dont get your silly lord until turn 3 or 4. Then your daemonettes have to summon on his silly head way across the board, and walk into combat.

For the lose?

I think the distinction here is not between 'cheese' and 'valid' lists, but 'high-level' and 'low-level' lists.

High-level lists concentrate on maximizing the value of one tactic and minimizing the impact of enemy counter-tactics -- for example, a Mech Eldar list that takes a lot of Troops in Waveserpents to avoid getting screwed in an Omega Reserves situation, or the Marine Skimmers list that buys a couple squads of Veterans or footsloggers to distract the opponent and give an anvil, or even the Lysanderwing.

This daemonette list was actually a bad high level list -- it had no 'minimizing' aspect.

Low-level lists focus on character, diversity, or fluff -- this can make them less effective, since they don't have a 'press to engage kill mode' tactic, but are often more fun to play, since there's less of an all-or-nothing approach.

If you hate playing against high level armies...convince your opponents to play a couple games on a friendly basis instead, but don't expect to face low-level lists at tourneys.

-Adso

Agreed BrotherAdso.

In my experience, there is no reason why you have to play tourneys.  I stink at them.  I play at the level of my opponents, beating good players and losing to bad ones.  Does it bother me?  Not really!  I have learned to have fun knocking people out of the running at that sort of thing.  The looks are priceless.

If you don't want to touch the tourney scene at all or you want to play fluffy games, find the right opponents.  There are lots of players who think that competitive gaming (by which I mean CCG's, Mini's, Ect) is a little silly.  Find them and play with them!

Hq- Lieutennant
Hq-Lieutennant

Elites 10 Chosen
Infiltrate
Daemon Icon

Elites 10 Chosen
Infiltrate
Daemon Icon

Elites 10 Chosen
Infiltrate
Daemon Icon

Troops 10 Bloodletters

Troops 10 Blood Letters

Troops 10 Bloodletters

i forget the rest but you get the point

I'm pretty sure my mech Tau could stomp that list. 

Red shirt: You can only have a limited amount of chosen- 30 is too many for 1850. But you don't need chosen for the icon- a MOCU marked CSM unit gets an icon and can buy Infiltrate. ALso, why did you even post that? It doesn't seem relevant to anything.

Ninjajuicer: Thatis nice, but what are you trying to contribute other than bragging about your list? Perhaps if you discussed *why* mech Tau are strong v. a certain list, it would be helpful.

My cheesy list, and its legal

Command Tank CPT Moore Leman Russ Vanquisher, Sponson Heavy Bolters, Front Heavy Bolter, Pintle Heavy Stubber, Side Skirts, Ace Gunners, Extra Armour, Searchlight =348pts (Free Comms Link)

Tank Ace LT Speirs Leman Russ Vanquisher, Sponson Heavy Bolters, Front Heavy Bolter, Ace Gunners, Extra Armour =285pts

Tank Ace RSM Winters Leman Russ Vanquisher, Sponson Heavy Bolters, Front Heavy Bolter, Ace Gunners, Extra Armour,=285pts

Tank Ace LT CMMSR Dicksons Leman Russ Exterminator, Sponson Heavy Bolters, Front Heavy Bolter, Ace Gunners, Extra Armour, Pintle Heavy Stubber, Ace Sponson Gunners, Searchlight =253pts

Leman Russ Exterminator, Sponson Heavy Bolters, Front Heavy Bolter, Pintle Heavy Stubber , Extra Armour =152pts

Leman Russ Exterminator, Sponson Heavy Bolters, Front Heavy Bolter, Pintle Heavy Stubber , Extra Armour =152pts

Leman Russ Battle Tank, Sponson Heavy Bolters, Front Heavy Bolter, Extra Armour =160

Leman Russ Battle Tank, Sponson Heavy Bolters, Front Heavy Bolter, Extra Armour =160

Leman Russ Battle Tank, Sponson Heavy Bolters, Front Heavy Bolter, Extra Armour =160

I wasn't meaning to rain on the parade of bloodletters. or brag. I think last list was a perfect example of a "Rock/paper/scizzors list" vs my armies. Those bloodletters would give my CC 'pod templars fits. With my mech tau list, I would break through one side of their formation and the walking demons would never catch me.

The cheesiest list I've personally faced was the scion of mars list w/
2 techmarineson bikes , six dreads, landspeeders, scouts. Plain nasty. Now people claim my Elysian flier list is cheesy but I don't see it, lol.