Welcome to the Cryxian war machine.
You're in exactly the same boat as I am- except it took you a few months longer. I'm also annoyed at
GW/etc.
Your 25pt starting list is pretty similar to the very list I played today. So let's break down the units and what I think..
eGaspy - I played him for the first time today (I won). Normally, I run pGaspy.. but I kept dropping games against shooting armies.
eGaspy is amazing. He's a flexible caster who excels at board control. He's one of our strongest Warcasters.
Skarlock - Generally a good choice, but he's no good with
eGaspy. He can only cast the Excarnate and Parasite spells.. so boot him out.
Deathjack - People fear the Deathjack. For good reason. He's brutal. But don't send him off unsupported or you'll get him crushed.
Cankerworm - I was thinking about running him myself, but decided points better spent elsewhere. While armor piercing is good, it's a special attack so it can only be used once. I'd hold onto Cankerworm for bigger games where points aren't so tight.
Bane Thralls - My infantry of choice. Stealth and
ARM 15 means they don't take much damage from shooting. Dark Shroud and Weaponmaster
FTW. Drop it down to minimum size and take the Bane Command, Officer and Standard. Gives Tough, more attacks/wounds and lets you stand up from knockdown for free.
Nightwretch - Solid choice.
...
Since you're virtually going in the same direction as my own Cryx, I'll post it. I run..
eGaspy
Gorman di Wulfe
Banelord Tartarus
Min Banes + Officer and Standard
Slayer
Reaper
Nightwretch
Gorman di Wulfe - He's a 2pt Merc solo. Mad alchemist who'll work for Cryx. Stealth, immune to acid/fire and he walks around tossing chemical flasks. Rust, Black Oil, Acid and Smoke. The best one is Black Oil, because it blinds. A blind model suffers: -4
MAT/
DEF, cannot run/charge, cannot make magical/ranged attacks and has to give it's movement or action next turn. Fantastic little guy.
Banelord Tartarus - BLT is a character Bane Thrall, so he has all their abilities. He's so good. He has Thresher (hits everyone in 2"), Bane Curse (+2
MAT/
STR/
SPD to friendly Banes- which is himself and your Thralls) and whenever he kills a living model.. you get a free Bane Thrall.
Reaper - He harpoons things and drags them over. Basically means you always get to double team an enemy jack. My favorite helljack. I run a Slayer, to back up Reaper.
As for backstory, my first suggestion would be picking up a copy of the Forces of Warmachine: Cryx book. Worth the read. You also might want to take a peak at
http://battlecollege.wikispaces.com/mkiiCryx as it talks about the units, their function, a little tactics and fluff. Fantastic for new players.
There. Hope I was helpful.