I wanted to build a deck around insect horrors, so I ended up with an Obosh-Delver deck.

It operates like a burn deck, but there are some control options imbued in it.

Budgeting

You can drop one copy of Lier, Disciple of the Drowned, but keep the other. You can also cut Frostboil Snarl for some islands, mountains, or some red-blue land.

Strategy

You can play Delver of Secrets on turn one and annihilate your opponent that way. Otherwise, you can burn minions and counter spells on turns 1 and 2.

If you have Rielle, the Everwise, great! She is your best turn 3 play. Otherwise, a Step Through cycle on turn 2 can guarantee that.

Draw with Rielle, the Everwise as your engine. Her effect works on the opponent's turn as well, so remember to cycle or play Lightning Axe then if you have already utilized the discard-draw effect on your turn. Champion of Wits is a fantastic follow up on turn 4 or 5.

On turns 5 and onwards, you have many great options. Docent of Perfection is cool, but you still want to draw into Lier, Disciple of the Drowned and pay 3 to add Obosh, the Preypiercer to your hand. Having either in play will probably win you the game on your next turn (granted, I have not tested the deck enough to know this).

Sideboard

Insult to Injury and Flames of the Blood Hand might work against life gain or damage prevention decks.
End the Festivities gives some coverage.
Earthquake is a good clear on turn 5, but it seems iffy.
Collective Defiance is flexible in its burn and works well with Rielle, the Everwise for some exceptional draw.
Obosh, the Preypiercer is our companion.