Depends how gunline you want an army really
with empire, the mortar is great for unit killing, but allways take a cannon for chariots and monsters (or roaming characters
lol)
Hellblasters tend to keep a large area clear of enemy models due to the sheer damage it can cause.
If your going gunline then an engineer should be a must, but i would also take 2 wizards to make sure you can cope against magic.
Use a gunline of handgunners with archers.
throw in a small unit or 2 of 5 knights as a counter charge unit.
that should give you a stable army, high elves also work to some extent, but rely on ranged weapons + sheer magic assault.