I always find it hard to suggest good things to get for Legion because the faction has a lot of good choices, and a lot of them gel very well together. So it makes it hard to just say a few options and not "everything"
That said a few thoughts;
1) I echo BloodHawks point on Forsaken and Shepherds. For beast heavy (which legion does very well) you really want these solos for support.
The Shepherd is an ideal rear-line support. Designed to follow after your beasts, healing and leaching fury off them. It should be noted that of the two she can leach the most fury off as she's no limit - interestingly she can also give fury to a warbeast (your own of course). Combine that with her healing ability (its fury or healing she can't do both) and she can be a good support choice. Ideal for supporting things like ravagores as they might hold back from the warlock and lob out fire.
Where the shepherd is support the forsaken is offence. Turning the fury she takes (limited to 5 fury) into offence for boosting her own attacks or using her blight ability - a nasty attack that increases the number of attack dice for each fury/focus upon each target (ideal for charging in and leaping to strike a warlock or warbeast (Warmachine locks like to store focus whilst warbeasts build up fury after a turn of action and attacks).
Both are solid options and in a beast heavy force let you do a lot more without the fury being a problem.
2) Beast Mistress - she's newer, but if you've a good few lessers you might want to play around with her. She deploys with her own battlegroup, but can only have lesser warbeasts within the group. Gaining boosts for attacking whilst supported by her lesser warbeasts as well as limited warlock abilities makes her a neat choice for a beast focused army.
3) The Spawning Vessel is a neat infantry choice to put down. You can spawn lesser warbeasts from the corpses of fallen infantry (both yours and your opponents). A favoured choice is to spawn a Harrier from the pot (its common short hand name) and then make use of its flight and animus (basically first hit auto hits) to use it as an assassin on a specific target - to kill or weaken.
I would recommend getting some infantry of your own though to support the pot - that way if your opponent tries to avoid it with their own infantry models or goes very shooty and is taking down yours you've got ready corpses mounting up to make use of from early on in the game; rather than having to risk slogging over the board to just get in range. My personal choice is legionnaires, great models and a good tarpit to help create a block on the battlefield for a few turns (and generate corpses).
Note also that
PP has a special Vessel model coming up for Gencon - each year
PP make a "pin-up" exclusive model that is sold during major conventions only (sold at the con and through their online store only). They do sell previous years model each time, but its only during conventions that they are up for sale and this year its a Blighted Bather!
http://privateerpress.com/community/privateer-insider/insider-8-6-2014
Might cost more but if it takes your fancy its a neat little exclusive you can pick up from the 14-17th of this month.
4) After that the choice is yours. I'd say that Angelius are very good choices to get for another heavy warbeast option. Reak are also great fun to have on the table with their leaping ability.