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Major Markus 'Siege' Brisbane
Lancer
Defender
Journeyman Warcaster
Squire

I'm including a Warcaster and a Squire to compensate Brisbane's low focus.

General strategy would be to try and get an assassination run with Breach and the good range ha has with his defender.

thats not bad at all. lancers arent all that common in siege lists but in 15 points you can do some fun things with his slam spell.
If you want to assassinate with breach keep arcane shield on your caster. the turn before your assassination your going to be at most 19" away from their caster and close to the front lines.

Thanks for the tips. I wanted to get away from the everybody starts with Striker. Actually that's also why I'm starting with Cygnar. In my LGS there's no Cygnar player.

About the lancer, I included him mainly for the arc node, but Siege does not benefit much from that. His fry node thing looks good on paper but I don't know the real benefits. If I create a tiered list, I can put a flavor of trenchers in place, although the lancer is my only real Melee capable unit and replacing him would leave me with only ranged, which I don't want to do (too much IG for me already).

At 15 points I think the lancers disruption shyte will be pretty effective. Unless you are facing Hordes...

The journeyman is not doing much in that list, his only job seems to be chucking arcane shield to either lancer or Siege. I would drop him and get Reinholdt and some thing else for the points saved.

As you said Siege doesn't get much use out of the arc node you could swap the lancer to ironclad for some beat down and fill the list with a stormsmith. That would give you a hard list with two heavy jacks, with a strong ranged assassination with tow POW 14s and one POW 15 with Siege and Defender.

I have used a lancer with Siege quite often to increase the range of Force Hammer. I run him with a unit of AGTM with a Defender on the Dude and Force Hammering the screen out of the way to let the Defender get either a 20" snipe shot or a 16" crit brutal shot.

It can also come in very handy for control scenarios.