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Deep Striking is, in my experience, one of the most tricky sticking points for players in 40k and one of the most tactically difficult and potentially frustrating parts of the game, to the point where many players forswear it entirely because it's "too unpredictable" or allows themselves to only use highly reliable units like Drop Pods and Flyers.
This is frankly a little sad, as deep strike and other reserve units are often the most tactically flexible and interesting units in the codex with the highest range of threat and a number of uses besides your usual "you set them up in your deployment area and they either shoot until they die or charge straight forward into melee."
So what are the troubles people have? Primarily, I think the issue is this:
An Alpha Strike (picking a target and striking/outflanking to kill it then die immediately afterwards) is an option but NOT THE ONLY OPTION.
When you buy a unit, look at its capabilities. Depending on what it does, you may want to play around with various options for it's deployment and use. I'll be dividing them up by category, but keep in mind that if a unit can, for instance, infiltrate AND outflank you can choose either option for even more flexibility.
1) If not a flyer or drop pod: Deploy Normally.
Facing an army that's going to come to you? No sense going to them. Deploy those terminators/assault marines/praetorians in your deployment area and use them as vital counter assault troops. If you hit a tidal wave head on you take away a lot of its energy, and there's no sense deep striking when you can't assault the turn you arrive.
2) deploy for a next-turn assault.
Way too many people have trouble with this. Treat your troops as having a range of "credible threat" and deploy them as safely as possible for that. Jump packers especially can be placed anywhere within 18" of an enemy and even behind impassable terrain, yet so often I see them dropped straight out in the open where their sum total contribution to the game is 5 bolt pistol shots and then ten smoking metal shoes when they eat some AP3 blast. Outflankers can do this too particularly because they often have access to Stealth. Special deployment is often about Credible Threat, and forcing your opponent to waste more bullets than a squad is worth to kill them. Close Combat marine scouts or Ork Commandos can outflank into a ruin, and force your enemy's troops to ping away at 3+ cover saves if they don't want to be assaulted.
3) Deploy to seize objectives.
There's no reason that deep strikers have up operate alone. Your second turn is a prime time to make a push on an objective with some unexpected fire support. People become so focused on the "kill and be killed" strategy that they don't realize that with that unit of Deathmarks coming in they could sweep in with a unit of warriors and completely seize and bunker down in that enemy objective in a single turn. Never be afraid of dangerous terrain checks unless you are an incredibly fragile unit like Stormboyz (who would rather be behind that ruin than in it). The cover save is always worth saving against a wound or two and if you can instantly create yourself a strong point then you've done very well.
4) Defensive drops are an option.
If your enemy is clearing out your troops from an objective and moving in, you may be faced with the choice between dropping and trying to pop a tank or dropping to support that objective-and you can be sure that the objective is always going to be a safer, if less potentially spectacular, bet.
All in all, just try to start thinking of your deep strike units less in terms of a unit that can show up anywhere, rather than a unit that can melta gun the back armor of a tank. A well placed alpha strike can win the game or make for a hugely point efficient unit, and yes, sometimes it makes the most sense no matter how you slice it, but also realize that there are many, often more reliable options that will get you more mileage towards winning the game. 40k is now the game of tactical objectives, and there is nobody better at showing up to seize or contest wherever you need them. Honestly deep strike has never been in a better spot, and if you know how to use it, it makes for a far more fun experience than static gun lines or charging hordes.
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