Well, if you are brand new, then you should play around a dozen battlebox/15 point games before getting any higher in points value.

So i'd say just go for the khador battlebox and a group of Widowmakers to start off with 15 points, but I'll talk about your current list and strategy for future combat.
Attacking in waves as you have explained isn't going to work well into your favor since it allows your opponent's whole army to gang up on your units and eat away at your army, no, flanking is a much better option since it puts pressure on 2+ sides of your opponent's army (now how you go about flanking is the tricky part, since counters can be made for this). Also, WGI isn't a unit a player wants to throw away easily. Yeah, they die easily, but that's inevitable, their blunderbusses (blunderbi?) can really put a hurt on the enemy when used wisely with the the combined ranged attack attribute, though I can't say the same for when they are in melee.
Shock troopers of
IFP? hmmm. The shock troopers are better at taking out heavy infantry and warjacks, but not so much on infantry, plus, they are slower than your WGI, so they may have problems keeping up. The
IFP, however, are a really solid, general-purpose unit, and can keep up with the WGI, however, they don't have fearless, and are a bit weaker than shock troopers. Both are as effective, but if you want the best of both worlds, pick up some demolition corp. , they can take out infantry and bigger, meaner stuff. More or less.
With Khador, you really shouldn't bring more than two 'jacks to the field, I don't have a problem with having a Kodiak and Behemoth, but keep in mind that the Behemoth's bombard's are much more likely to hit stationary models and massed infantry, since it only has a
RAT of 4.
So you didn't go too bad with list-building for you first time, but remember, start iwth 15 points and build up slowly, ottherwise you will get overwhelmed pretty quickly, and games will be much slower than they sould be and hardly enjoyable. Believe me when I say this, the first few games iwth my friend weren't the best since we both jumped right into 25-point games.

All's good now, though.
Have fun and crush all beneath your iron might!