I don't get this 'play to win' idea. Presumably everyone wants to finish first and so starts the tournament with that intention. I guess people mean they will gamble their seat in order to get a big stack - I think that is something different from 'playing to win'.
I like bazerk's approach as it breaks the tourney down into manageable chunks and gives a sense of how many risks we have to take. By having a goal of getting to the next stage in a position of reasonable comfort we can play a fairly safe game.
Here's an example of what I mean: in my first online MTT (about 1000 entrants) I just got through the bubble, with 100 people left I was about 80th in chipstack, 50 about 35th, at the final table I had the smallest stack that was about 1/4 the size of bigstack, last 3 I had half what 2nd stack had, heads up I had 2/3 the other's stack, last player I had all the chips.
Moral of the tale: you don't have to be up the top of the 'leaderboard' to win a tourney until the penultimate hand - but you cannot win it from the rail.