How do I not just almost-win?

I really often seem to mess it up, and I have almost never won. However, I have been close to winning way too often. It seems I typically I try too hard in one turn, knowing I might be able to win in the next one. That happens with many decks, from Aristocrats to Spellslinger. Typically my friends see it coming and then they all target me, and I am out. Then there is typically one specific other friend that will win, but he manages to almost never get massively targeted before.

It could be overall due to the respective decks and deckbuilding, but definitely also play-style. I think I might often try higher risk turns, and I try to do that less.

I know it's pretty generic problems I have here, but maybe someone understands my situation and has some advice for me (either deck building or playstyle). Thanks!