Personally, I am competitive, but in a very...cordial way.
I used to play quite a bit when the game was first released (or I was introduced to it a little over three years ago) until I got into tourny play for WarmaHordes. I started back with the game last week and have picked up the entire TT faction (that has been released up to this date).
The first game was a demo game and I, of course, got beaten. The second game I won but the opponent held a card he should have played (which I saw in his hand after I beat him). I asked that he never hold back again because I thoroughly enjoy and can hold my own quite well in WarmaHordes. It can be a very cutthroat game. I think being beaten with the cheapest trick in Malifaux or the "most broke" (sorry to throw that horrible grammar at you all) combo in the game is the best way to learn and grow as a player.
I see it as you play your game, I'll play my game, and at the end we know who won. Win or loss, its just to have fun and there are a lot of laughs on my side (usually when I am getting destroyed) because I like when people can get their combos off. It's cool to see the devastation and it helps me know what can be done to my force.
I usually have an idea for a list in advance, much like you all, and then pull it out and play. I don't tell my opponent what I am using unless they ask and I don't ask what they are using because I don't care and I won't build an army to beat theirs. If someone tells me what they are bringing to the table, I make sure I build my list to be weak against it because all to many people I know tend to grumble or throw out that off comment of "well I told him what I was running." If there's a possibility of that being said, I will build my list to be at a complete disadvantage from the start and then fight to win. It's a war game, we aren't playing go fish, lol
I think you can be both competitive at the game and a casual player at the same time.