Tips;
1) Get plenty of terrain. Most wargames and particularly Mordheim benefit from lots of terrain. Playing on an open field will see archers dominate and no one having fun. Ruined buildings with multiple levels and ladders with lots of ground level boxes/barricades. It can seem like a hassle but it really makes the game. Check out Dave Graffam models - printable PDFs make it easy.
2) If you can still find them get the Free Company/skirmisher box from the Empire range, should give you all the models you might need.
3) Don't overly focus on archers, there are plenty of things that will sneak/run past your lines of fire (Ogres/Vampires/wolves/dogs) and get stabby, so you need some close in protection.
4) Ignore armour, it's too expensive. This was a deliberate decision by the designer.
5) Get a sword, buckler or shield on as many models as possible to gain those all important parries.
6) Don't give anyone two spears. The rules might not say you can't do it but don't be that guy!
7) Never underestimate an Ogre with a two handed Axe, he will ruin your day!