[[This is an example of what I would eventually like to see as far as article type on the blog. Not too long, not necessarily card-specific, and friendly to all players.]]
[[Updated 9/10/17]]
Duration cards, cards that do something after your turn, were introduced in Seaside and expanded upon in Adventures and Empires. They usually have a small effect now and a large effect later. For instance, Caravan simply replaces itself in your hand this turn, but next turn you get to start the turn with an extra card.
There are primarily two very different ways Duration cards can be utilized: to create consistency and to create big turns. Consistency makes play predictable, minimizing bad luck. No one likes tripping up at the finish line because of a bad draw. Contrastingly, big turns are important because Dominion is often a game of thresholds rather than continuity. Often, $7 is not much better than $6, but $8 is much better than $7. A deck that can create very big turns, even at the cost of some completely lost turns, can often generate a win.
Durations are great at creating consistent decks because their effects are spread over multiple turns. For instance, consider using Village versus Fishing Village to supply extra actions for a deck. With Village, in order to have extra actions on a given turn, you need to play a Village, and often, that means starting with one in your hand. With Fishing Village, you could play a Village on that turn or have played one at any point the previous turn in order to have extra actions. That it usually easier to accomplish and lets decks “kick off” easier, leading to fewer dead turns.
When using Durations to create consistency, it’s important to not let them “lump up” when playing them. For instance, suppose you have 2 copies of Haunted Woods in your deck and you want to use them to create a larger starting hand every turn in order to increase the chance you are able to kick off your engine to draw your deck every turn. Suppose further that you end up with both in hand after an unusually good turn. Then, consider playing one copy this turn and holding off on the other. This is going to create more consistent future draws. If you play both now, next turn will be guaranteed to be great, but what about the turn after that? It could be a costly dud. Smoothing so you play one a turn rather than two then zero then two then zero… could benefit you long term.
Making sure you have at least one Duration card in play every turn is especially important for the cards where part of the effect does not stack: Lighthouse’s defense, Haunted Wood’s attack, Bridge Troll's attack and Enchantress’s attack. One card in play is all you need to get the effect and having one in play every turn maximizes the use of that effect. For example, while Lighthouse is a very good card in many two-player kingdoms, Lighthouse is often the key card in multiplayer games. Having one Lighthouse in play every turn to prevent junking attacks is critical; one missed turn can easily lead to 3, 4, or more Curses! If you draw more than one, consider saving that second Lighthouse instead of playing it. That extra $1 is probably not worth it.
When using multiple Durations to create big turns, you do want their effects to lump up. For example, suppose you are building a deck with the idea of using a slew of Bridge Trolls to lower the cost of Provinces in order to buy out the pile in one turn (the classic "Bridge Megaturn"). Playing one or two Bridge Trolls consistently is probably not going to cut it. Get 7 or 8 in play in the span of two turns for the big win! What’s nice about Bridge Troll in this example is that, as opposed to Bridge, you have 2 turns to get the necessary cards in play rather than just one turn. The duration effect stacks nicely while requiring less of your deck to accomplish the stack. For example, you could play 5 Bridge Trolls one turn then 3 the next rather than all 8 at once.
Duration cards can sometimes be used for consistency and other times used for big turns. For example, Tactician alone creates a monster hand size next turn at the expense of this one, giving you a chance to pull together some key cards for a big buy. But you could employ two Tacticians in combination with lots of virtual money, Black Market, or Villa to build a deck that consistently starts each hand with 10 cards while still having a powerful turn (the classic “Double Tactician” deck).
Duration cards’ major downside is an increased chance of missing the shuffle because they usually stay in play for at least one more turn after playing them rather than being cleaned up with the other cards in play. However, because Durations do tend to miss the shuffle and also stay in play longer than your normal Action, a deck can handle a lot more terminal Duration cards than it can pure terminal actions.
Sometimes one great turn is better than two smaller turns. Sometimes consistency is critical. The trick with Durations is being able to utilize the cards’ strengths to create consistency or create big turns and play into those strengths.
[Edit: see comments below; changed paragraph order; clarification of Village/Fishing Village example; added paragraph on non-stacking effects with Lighthouse in multiplayer games as an example; clarified big turn; added additional Tactician discussion.]