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As the title says, I've been faced with a dilemma. The Lord is already T5, 4W, 2+/4++, with lots of wolves in the unit to LOS to, plus 2 additional SS in the TWC unit. Is it worth an extra 15 points to make the lord a 3++? I'm thinking that in CC, especially vs MCs, it would be of great help, but how often will I have my lord alone facing AP2 weapons in CC? I don't know, it seems like a steep price for marginal benefit. What are your experiences? Is it worth giving more defense to such models as the SW Thunderlord?

What are you throwing him at? If you expect him to handle a MC, in particular a tooled up demon prince, then the 3++ is mandatory in my opinion. If you are using him to pick on smaller units, then it can be skipped. I always end up buying a melee focused character a storm shield so that he can challenge and soak up wounds from demon princes to keep the rest of the squad alive.

My dice rolls are so bad, I'm always giving melee characters a Stormshield, even when it's only 4++ -> 3++

I'd say 5 to 10 points it's almost a no brainer.

However, at 15 points and potentially costing the Wolf Lord one of his attacks in close combat, it begins to get questionable.

Basically it boils down to - does the character regularly face lots of armour denying attacks that strike at a higher initiative than he does? If yes, you have the possibility of said lord getting wiped out before hand, especially if said attacks are instant death causing. At that point a Storm Shield may be worth it.

If your Wolf Lord doesn't regularly face that sort of onslaught, you're probably better keeping the extra attack to maximize his offence.

It would make a difference to your saving throws for that specific model 1/6 of the time (only when you throw a 3) specifically against ap1-2 wounds. How many points is he without the upgrade?

It depends on the unit he's in. If he's in a small unit without wolves and other characters I think it might be worth it, but still, paying 15pts to go from 4++ to 3++ is not worth it in my opinion.

In low-point lists I often downgrade the WL to a WGBL instead, and then take a SS (the WGBL do not have 4++ by default).

In my normal larger TWC unit I would never take a SS on an attached wolflord. There are plenty of other ways to soak up S10 or ID wounds in that unit (LOS to wolves, challenges with TWC pack leader or IP, and tanking with an IP or a regular TWC). I prefer to build the wolflord for maximum wound output instead, 2WC or AP2 relic sword+pistol for example.

225 with Runic Armour, Krakenbone sword and Fellclaw's teeth. 241 if you throw in 2 fen wolves. He is I5 S6 AP2 (the sword is +1 S AP2 at initiative), with 7 attacks at WS6, re-rolling to-hit, so he should be striking at least simultaneously with most units in the game. Plus, most AP2 weapons are Unwieldy, so that gives him an edge. With 7 attacks, he can wipe out terminator squads all by himself, even TH/SS ones. Thing is, those 15 points are a difference between a DWL on my drop pod and this. Like I said, it seems rather steep.

Hardly worth it in my opinion. Most of the time he will be using 2+ save. VERY RARELY will he be using his 4++. When he does it will be against very few hits. It only helps 1 out of every 6 wounds WHEN his armor save isn't effective. So in most games it won't even be used. When it has potential to be used, 2 out of every 6 wounds will get through versus 3 out of every 6. What does this mean? It means your opponent will need 1/6 as many attacks to be just as effective.

Now, it COULD be worth it, if it wasn't for making it so he loses his extra attack. Makes it a no-go for me.

This has actually been one of my biggest gripes of the new Codex. The inclusion iron halo creates all sorts of issues with points inefficiencies with storm shields and a couple of the relics.

That said, I always run a Storm Shield on my Wolf Lords, but I wish that GW had given us the option to forgo the iron halo, or at least given us a reasonable discount because of it.

It does make the choice hard. For me, I think in terms of what he is fighting, and what else I could get into the list for those points and if it would be worth more. For a Storm Shield that potentially keeps away points for Slay the Warlord it's pretty rare I decline.

I will say, however, that if you run Champions of Fenris, one of the Warlord traits allows you to re-roll one failed save per turn. This is gross and if you run that I'd always opt for it because it will put your character over the top in terms of defense big.

Well my Thunderlord has already been modelled with a stormshield, so that's a factor.
Also, my most common opponent likes to field plenty of Mega Nobz with power claws and cybork bodies, and docs tools and stuff. Which means that even striking first, I often need to be able to survive return power fists

I don't normally spend the extra points, but I run my Wolf Lord with a kitted out unit of TWC.

With a WGBL I give him the Armour of Russ. Its only 10 pts more than AA and give you a 2+ 4++.

The difference between 3++ and 4++ is not insignificant. And if I'm already using a Specialist Weapon (and so not getting +1 attack), then I usually think it's a no-brainer to throw in a storm shield.