How to Stack a Silk Scarf
Silk Scarf is a build that's generally only worth playing if you can find it in the first few days. If acquired too late, you won't have enough time to stack it up to respectable levels. As a Medium item available at Bronze it's relatively common, and you also have the chance of getting the drop from Haunted Kimono.
If found at Bronze, a good strategy is to hold onto as many non-Weapon items as you can until you upgrade it to Silver. B1&B2 makes this really easy, but if you don't find them you'll always have the guaranteed level four upgrade to fall back on.
Don't put too much emphasis on holding items beforehand. If there's important stuff to buy and you need the funds, then by all means. However, when you can afford to hold onto a little more, you'll end up getting twice the Shield gain if you wait (6 -> 12).
As important is it is to increase your Income and build Economy, you can get a ton of value by spending very little. Have at least five slots available in your Stash so you can readily take 
Chocolate Bar events, as this offers five instances of free Shield scaling (don't pay for Silver/Gold unless you're swimming in gold).
Gumball events can be great as well, and while not free, one gold per item is a far better rate than normal. In general as you progress through the run, you'll be buying and selling the cheapest non-Weapon items that are available in order to maximize your stacks.
Kripp also enchanted 
Bootstraps with Shielded, letting him spread the enchant amongst the board. It fits perfectly with the active buy/sell nature of the build, allowing it to get extra value than usual.
Identifying Your Win Condition
Silk Scarf is a powerful form of defense when stacked effectively, but you're going to want some offense as well. While it's possible to win by out-Shielding the opponent in a Sandstorm, proactive strategies are always the most reliable in case they have strong scaling of their own.
The easiest and most common way is to use 
Spiky Shield or 
Crusher Claw to convert your Shield Damage. Both are viable and have differing pros and cons.
- Spiky Shield is more accessible as a Pyg item and has a higher Damage ceiling since it reflects your active total stacked Shield. However, if the enemy can punch through your Shield it'll end up doing nothing at all, which can be a big detriment.
- Crusher Claw is a lot more reliable since its Damage matches the base Shield of Silk Scarf. Its downside is that it's tougher to find as a Neutral item, and doesn't have scaling potential like Spiky Shield, which can matter in some matchups.
Aside from these you can take advantage of a Fiery/Toxic/Obsidian enchant on Silk Scarf, making it function like a slower (but often stronger) 
Fixer Upper, or utilize any other means you have to work with.
In Kripp's run he utilized the common 
Matchbox setup to provide scaling offense, while having a wall of defense via Silk Scarf.
Matchbox + Marbles
Matchbox + 
Marbles is a staple pair for Pyg and helps fulfill the role of offense for the build. While its overall output isn't quite as high, its strength comes from the speed and utility it provides. With an impenetrable defense, you can make do with a less potent offense.
Do note you will need a reasonable amount of Burn scaling in order to make Matchbox remain viable during the late game. Take advantage of Loot, skills, and events to greatly improve its rate of fire.
Model Ship
Model Ship helps let your fast items move even faster. While 
Yo-Yo can't Charge Matchbox itself, it can Charge the Marbles, which is close enough. It's also useful with whichever type of Piggle as it helps increase its rate of scaling.
Regal Blade.
