If you have seen my old blog, you would know that I own a Yugioh Cube. A Cube, which is more popular in Magic: The Gathering, is a collection of cards with the purpose of playing limited formats, such as sealed play a la Battle Pack, or via draft similar to the Retro or Classic drafts Konami holds in their side events at YCS's. It's like creating your own Battle Pack set, you decide how "balanced" the cards in the set are, and you decide how large or small the set is.
Basically, the owner of the Cube controls the meta of the limited environment. If the cube owner wanted a meta where stall and burn was the best archetype, then his cube would be filled with cards that do just that. If he really wanted zombies to be the best archetype, then his cube would be filled with zombies and zombie support. My personal cube is 660 cards, with the most powerful cheap cards throughout the history of Yugioh. Since I don't necessarily rake in money, and I do not buy much sealed product to begin with, I cannot add all the really expensive cards that come out (*cough* Card Car D) so I limit myself to $10/card via Trollandtoad, unless I can pick up the card through trades.
The reason why Cube is such a fun and different way to play Yugioh is because of how you get to use cards that may not be strong enough to use in a Constructed tournament. For example, My personal cube has cards like Dark Ruler Ha Des, Tribute to the Doomed, Tsukuyomi and Imperial Order. While the first two cards are not good enough to play in an YCS, and the last two cards are so good that they are banned, since I decide what is and isn't legal in a cube, they are all in. My cube contains almost all of the most powerful cards in the history of Yugioh; such as the Trinity (Pot of Greed, Delinquent Duo, Graceful Charity), Heavy Storm, Dark Hole, Raigeki, Harpie's Feather Duster, Yata-Garasu and Exchange of the Spirit, among other banned and great cards.
If you have never tried a Cube, I suggest you do, It is one of the few reasons why I still have any interest in the game.