start with a team full of promising young players (arsenal i think is a good example), or buy a lot of good young players. It's fun watching these kids develop into good players, and it's challenging to make them loyal to your club and win trophies with them. if you're lucky, maybe you'll get a new maldini: a living legend that is loyal to his club. Or more, maybe you can turn your wonderkid into your assistant manager.
hmm, maybe i'll copy this to the challenge thread ;-)