If you think you don't have what it takes to play Highlander consider the following:
An address to those new to the format:Recipe for Good Vintage Highlander Deck.
Place 50 cards that you consider to be both "broken", and
"synergistic" in one pile.
Place 40 Land of the appropriate color(s) into another pile.
Place 10 Mana Fixing/Accelerating cards into a pile.
Play several games.
Generally the decks that are considered to be the most broken are theones that have had the most rinse cycles. I go by the vintage restricted list because it is the most inclusiveand the bannings that have been suggested are completely groundless
and probably put together by someone with a very whiny and nasal voice who doesn't like losing. If you find that you are being beaten by some ridiculous combo on a regular basis... META. No Highlander deck is ever finished, it is only temporarily set back in it's growth by a lack of challenging opponents.
A lot of people would have you believe that the best highlander deck is the one with the most expensive and most powerful cards in it. This is only 25.58301% true. Most of what makes a highlander deck win is how many major modification it has undergone. Any experienced magic player will tell you that the only way to have a well tuned deck(Other than net-decking) is through play testing. Most of the people I play highlander against lost fairly consistently for the first 30 or so games we played but now these people beat me as much or more than I beat them. There's no secret technology they used to, all of a sudden, win consistently in a resoundingly inconstant format. It's all just a matter of tuning the deck.
I highly recommend that if you're building a highlander deck for the first time that you start with the colour that allows you to play the most of your favorite cards. This is because no matter what combination of colours you chose there is a competitive highlander deck that can be produced for it and ultimately the goal is to have fun plying it. If budget is an issue it might be wise to start with a mono coloured deck since getting a hold of dual lands can be difficult in Victoria these days. Once the mono coloured version is doing well and you have a little more pocket change you can add the other colours as needed.
Back in the days when one didn't just search the internet for their next deck and they actually had to design them from scratch this was the process they used. All those revolutionary decks you hear about had to be developed at some point and this is the way it's done.
The larger the card pool the more important metagaming becomes. Since this is the maximum size of card pool of all formats metagaming becomes very important. If you keep losing to graveyard recursion play Tormod's Crypt. If you keep losing to enchantments play Tranquility. The list goes on; I'm sure you get the idea.
In the many games of Highlander I have played many have been over the internet using software that allowed the use of an infinite number of proxies. This allowed me to get quite intimately aware of what kinds of properties this format had when taken to a competitive level wherein money is no object. Ultimately the format gets it's stability through the same method the DCI uses to control vintage; restrictions. When certain cards are dominating vintage the restricted list is sometimes changed by the DCI, the result of which is that those cards that are seeing heavy play in those decks that have a strangle hold on the format are no longer able to be used in certain plays as consistently as they previously were. Thus if a player wants to use a certain game winning play as his or her strategy the ability for a player to construct a deck that can consistently do that is greatly reduced. The play can still be made and it can still win games but the overhead cost to the deck in order to make that play consistently is increased by the fact that only one of that card is present. If you expand this theory to take into account that most of the cards that people play are played because they are very good and win games you would eventually conclude that all cards should be restricted. Restricting certain cards will ensure that certain other cards will rise to the top of that particular meta and see play in a significant percentage of winning decks. Lets say you restrict Tinker, Strip Mine, and all of the power nine. The effect of that would be that cards such as Yawgmoth's Will, Balance, Skullclamp, Sol Ring, and various other cards would take their place as the kings of the format. Thus the next step is to restrict those cards and watch as a whole new set of cards begins to dominate in the new meta. Ultimately the end result of this process is the eventual restriction of every card. In this case the likely hood of drawing any particular card is reduced equally and though certain cards are still heavily played and still retain their power they will no longer dominate the format simply because the probability of them being drawn is low enough that they can't be depended upon. To take that a step further one can reduce the probability of drawing any one card even more by increasing the minimum deck size to say 100 cards for example. At this point you've taken all the logical steps to construct the format known as Highlander. If the same steps were taken with bannings replacing restrictions... well... I guess Magic: the Gathering isn't for everybody.