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Whole group is starting in on WM/H (Well, some already had a small army, but we're getting more into it now).

I'm going Skorne, and this is my first list (and mostly the only models I own).

Supreme Archdomina Makeda

Bronzeback Titan
2x Cyclops Savage

6 Beast Handlers
10 Swordsmen
6 Swordsmen
Tyrant Commander & Standard Bearer
2 Void Spirits

I have a titan gladiator and a few more swordsmen to work with. Not against buying anything, will be looking to Guardians and Immortals soon.

Any suggestions on how to play, what I can do offensively/defensively are all greatly appreciated!

Also suggestions on what I should buy next to more round out my army, I'm not looking for much shooting, just in your face with hack n' slash, but with finesse =)

Unfortunately, I don't play Skorne and I have only played against them twice in MKII. I can give you the following advice based on what I would do if I were playing them:

1) Pick up the Forces of Hordes: Skorne (if you haven't already). Look at the Themed lists. I try to play only themed lists with my Cygnar since my other armies don't have books yet. Part of the reason I like Warmachine and Hordes is because I started out with the Iron Kingdoms RPGs and I like to think that my armies are fluffy and then make them work.

2) Focus on speed. Skorne are deceptively fast. The games I had with them they surprised me at outrunning what I considered fast. They were using Morghur (Sp).

Sorry I can't be more helpful. Maybe try looking into the Skorne Community on Privateer Press.

Flaim

While Praetorians are a good choice with eMakeda (Vengeance ftw), I'm unsure of taking two units with her, especially without maxing out either (Vengeance doesn't do much when your entire unit dies). I'd drop the second unit, and add a UA to the larger one. With those last two points, an Agonizer, Bone Grinders, or Orin Midwinter would all work well, as would the Flayer Cannon once it comes out.

Not entirely sold on the Tyrant in this list (nothing will be just advancing, so the +2 speed is right out), but the Pathfinder chant is still amazingly worth it along with Reveille, and he's always a PnS 12 weapon master, so it's more a matter of taste.

As for beasts, you can never go wrong with the Bronzeback. However, I'd consider dropping one of the Savages in exchange for a Brute: Access to Shield Guard and Safeguard is quite nifty, and it hits almost as hard as the Savage, albeit a bit less accurately without Foresight.

As for what next? To expand to 5 points, I'd personally look at the various Cataphracts in order to add a bit more punch along with a tough-as-nails core. Karax are also a good choice for keeping your army alive as you advance up the field, and cheap to boot. Immortals, which you've already spotted, are a fun choice, although I really prefer them with Xerxis and pMakeda due to Defender's Ward (DEF 14 ARM 19 vengeance unit ftw), or Zaal's theme list due to more useful AGs. If you really want to field AGs, I'd wait until Hakaar comes out, as he does almost everything they do but better.

As for theme lists, I'd personally avoid them at first. They're typically a bit trickier to learn, as they're almost all one trick ponies with a gaping hole or two. There's a couple exceptions (Xerxis cataphract spam is actually pretty scary), but they all have the problem that you need to buy units that you'll almost never use outside of theme lists (my eButcher theme list, for example, uses 5 units of Doom Reavers. They're FA:2 anywhere else).

Thanks Laughing Man!

Considering I have a playable army for ~170 bucks is nice. So I don't mind getting ~200 more or so, which should get me pretty much everything I would need.

Like I said, this was just my starter, and I have 3 boxes of Praetorians that I haven't opened yet.

I think I'm attempting to min/max like I do for 40k, which I know is a bit more difficult (if even possible) for WM/H.

I'm not too up on Skorne, but Molik Kharn seems to be a popular choice to include in the army

As close to an easy button as there is.
My local Skorne player refuses to use him, as he feels it cripples you as a player.

He likes to run Titan herd.
He tends to use beast handlers, Swordsmen and the cav.

I can say that the ability to boost after the roll for the Cyclops is fantastic.
The multiwound infantry are nice as well.

Molik is a good choice, but a bit tricky to use. He's quite fast and hits like a truck full of bricks, but he's squishy as hell (killed him with Kayazy last night. Kayazy.) With the typical locks for the Molik Meat Missile, he's also often in danger of outpacing their control area, or, if he doesn't, leaving your lock open to counterattack from virtually everything on the table.

I typically prefer to field Titans (yes, I know, I'm weird), as they tend to be a lot harder to cripple, hit just as hard (or harder, with the Bronzeback), and tend not to outrun Xerxis.

Well, got 2 games in over the weekend, here are my thoughts so far:

Bronzeback Titan - Awesome each game he paid for himself.
2x Cyclops Savage - overall unimpressed, they rarely paid for themselves.

2x4 Beast Handlers - the +2str is what I mainly used them for. The heal was mediocre, but allowed my Bronze to get his mind back for the last turn.

10 Swordsmen, standard/officer - good unit
10 Swordsmen, another good unit, but I think I only need 10 total, not 20.

Tyrant Commander & Standard Bearer - only used him for pathfinder which got me into combat pretty quick along with death march from Makeda.

2 Void Spirits - these were hit or miss, but overall did well - almost always earning their points back.

I obviously need to learn all the rules and finesse of the game.

next list looks something like this:

Caster - Xerxes +5

Bronzeback - 10

Rhinodon - 7

Cetrati (6) 11 (-1 for Xerxes) - 10

Reivers, (10) - 9

Flayer Cannons - 2

Flayer Cannons - 2

40 -5 war beasts, 35

Cost for Cetrati in Xerxis' theme list isn't reduced unless you have two units, so you're a point over. Could always switch out the Cetrati for Arcuarii and upgrade one of the flayers to a catapult. Overall, doesn't look like a bad list tho. Big fan of the Rhinodon these days for clearing infantry, both with a fully boosted Thresher and for handing his animus to beasts that are about to trample.

One of the things that it helps to get out of the habit of is thinking in terms of "earning its points." Cyclops in general are support beasts, usually using their animi to improve other warbeasts/locks rather than doing a hell of a lot of damage themselves, and it's often difficult to quantify how many points your Bronzeback boosting after the fact is worth, especially if said Bronzeback manages to swing a caster-kill.

Finally, remember that your Warlock can heal your beasts as well. The ability of Beast Handlers to do it without spending fury or activating your Warlock is still invaluable, of course.

I'm with Laughing Man on earning points, most of the time it makes no sense to think that in WM. Especially if you are playing with Steamroller scenarios, where it can be invaluable to victory to sacrifice expensive models for victory.

Hear, Hear! When I use the bronzeback, he is ALWAYS the first one to go down, (due to his scary rep, i guess). Therefore, I put him in a postion to disrupt the enemy lines as much as possible, and try for a tactical plus, rather than points. However, with the Xerxis list, you probably want to hold him back a bit, for two reasons.
1. Xerxis is almost entirely set up to lead units. Therefore, let his Cataphracts lead the way, and use the bronzeback to counter-charge and pummel the models your Cataphracts pin down.
2. Because you are going to be using only one or two beasts, you also need to keep in mind that they are the only way he can replace his fury. This is the weak point, as I see it, in a Tier Xerxis list.

BTW, here is the list I just assembled for the Big Man...
Xerxis (+5)
Bronzeback 10
Cetrati6 11(10)
Arcuarii6 9(8)
VenatorCat 3
Arcuarii6 9(8)

This list is built up to tier 2, and comes in a point under at 39. It maximizes what he is good at, and gives a good bit of ranged support as well as hitting power. As I said, I'm taking a bit of a gamble by only including one Warbeast, but If I keep him behind the Cetrati line, he should be in good position to counter charge, or launch a spoiling attack once the enemy is snarled up with the Cats.
Hope this helps!