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Hi, just started 40K a month ago and this is the army I've made so far, any constructive criticism would be great.

HQ - Njal Stormcaller

Elites - Dreadnought Multi Melta

Troops - 10 x Grey hunters, 1x flamer, 1 x melta, 1 x plasma pistol, 1 x power fist
8 x Greyhunters, 1 x plasma pistol, 1 x power fist

Fast Attack - 5 x Sky claws, 1 x plasma gun, 1 x power fist

Heavy Support - 1 x Long fang Squad leader, melta bombs
5 x Long fangs, 2 x lascannon, 2 x missile launcher, 1 x heavy bolter

These aren't in my army but I'm putting them in so you can see my readily available options

Elites - 3 x Wolf Guard, 1 x frost axe, 2x wolf claws, 1 x thunder hammer

1 x Lone wolf, 1 x power sword, 1 x storm shield

Hey Starlight_wolf,
I have to ask is this a list for fun or to win games? I like to play most of my games for fun but a fun list isn't usually the same as a winner.

If you are going for a winner I'd say this..
Drop Njal, he is another unit of long fangs and a normal rune priest, might seem extra cool but he never pays for himself.

Kill off the skyclaws, they are not up to the mark, lower stats then you need as a cc squad.
When it comes to your grey hunters they have too many add ons, drop the power fists, 2 S8 attacks on the charge are really not worth the points, the plasma pistol too, let the melta gun do the job there. Consider Mark of the wolfen and a wolf banner to make them more combat orientated.
The biggest issue I see with your army is that it will be very slow to cross the board, mount up the grey hunters with rhinos, or drop a few guys and put 6 man squads with razorbacks and twin laz/ laz plaz turrets.

When it comes to the long fang squad leader never give him anything, he is only there to allow splitting fire, he should never ever get into combat so stick the grenades somewhere else, hell for 5 points give a melta gun to the 2nd grey hunter squad.
I tried the mixed guns thing before too, it isn't the most effective, while you can split fire, I usually only do that to allow my rune priest to shoot another target. (no guesses where my runepriest spends the start of the game) I would recomend missile launchers as they offer a level of flexibility, kraks for transports and tough units and frags for hordes, especially when they get a little bunched up.

I am playing a tournament atm at 1k and the list I use is like this, the hq looks top heavy but he pays off 1/2 the time and ruins the other guys day every time:

Have a look at http://space-wolves-grey.blogspot.com/

It's got great advice on what units to take, how to kit them out and overall army composition if you want to play space wolves competitively.

Onto to your list, and I'll give you a few general pointers, but obviously I'm not sure to what extent you want to be competitive.

Njal generally isn't considered to be a great use of points, basically because 2 rune priests can do almost everything he can, slightly better, for less points. At this level he's definitely not worth it - he's taking up almost a 1/4 of your entire points! I'd probably just stick to a single rune priest with a chooser of the slain, and living lightning, and 1 other power of your choice. You can have another if you think you'll need it.

As to a dread they generally don't have that much synergy with a typical competitive SW list, but he could work well here.

Your troops could be doing so much more for you, grey hunters are so awesome when loaded out correctly. I'll give you a few rules of thumb that you can apply to any 40k army. Firstly its almost always a bad idea to mix special weapons, because then 1 weapon is being wasted when you fire at a particular example. For example if you fire your meltagun at the tank, then your flamer is wasted. So think about what you want a unit to do on the battlefield and then specialize in that role - the division of labor ! Also Plasma pistols are never worth the points in my opinion.

Generally the best loadout for your grey hunter packs is:

9 Grey Hunters - 1 Meltagun, Wolf Standard
1 Wolf Gaurd Pack leader - Power fist, combi-melta
Rhino

You can reduce the size of the pack by 1 or 2 men if you want to save points, and you can add in Mark of the Wulfen if you want extra CC punch, but its not essential in my opinion. The Wolf Gaurd pack leader adds an essential point of leadership for passing those counter attack roles, as well as an additional power fist attack compared with just giving a normal Grey Hunter a power fist. The Wolf standard is essential, increases the CC power of a large pack of Grey Hunters exponetially, and a rhino protects your men and gets them where they need to be.

Sky claws pretty much suck, there's just no way you can make them worthwhile. I'd drop them without a doubt.

The heavy support squad isn't bad, but again you need to choose a role and stick to it - at the moment your heavy bolter guy will be wasted as most of the time you'll be firing at tanks, so simply drop him. Most people use their Long Fangs as Anti tank and give the squad all missile launchers for cheapness, but lascannons are fine (especially to deal with land raiders you sometimes see at this level). Drop the Melta bombs on the squad leader.

Overall drop Njal down for 1 or 2 Rune priests, re-work your Grey hunters and give them rhino's for mobility, drop the sky claws (and potentially the dreadnought) and perhaps add another squad of Grey Hunters or Long Fangs with missiles as they are both just that awesome - you'll find most SW armies are built around them.

I hope that gives you a few ideas, but for a more comprehensive response I'd defo go and have a look at that blog. Its the ultimate resource.

Thanks for the ideas guys, some heavy rethinking is in order I think, had my first game the other day against a death wing army, even with 2 land speeders and a rhino I borrowed, I got stomped by his terminators, but Njal took out Belial before getting killed by four terminators... game ended with just three grey hunters and my long fangs alive with one weaponless immobile landspeeder and an immobile multimeltaless dreadnought, while he had two terminators from each of his three squads left an immobile weaponless landspeeder and an autocannonless Land Raider Crusader. All I will say is damn invulnerable saves...