In multiplayer, your 'build' comes from your chosen weapon, attachments, and perks. Experiment with different combinations to suit your playstyle. For aggressive players, an SMG (e.g., MP40, PPSh-41) with perks like 'Sleight of Hand' and 'Extreme Conditioning' is effective. For long-range engagements, a sniper rifle (e.g., Kar98k, Mosin-Nagant) with 'Stopping Power' and 'Steady Aim' can be devastating. Always consider the map and game mode.
While World at War relies on specific perks like Juggernaut for survivability, Call of Duty: Modern Warfare III evolves this customization through a complex system of tactical vests and gear.