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I'm getting my good bud some Wulfen for his birthday (he's been nudging on a fair bit as to what he's after in his SW).
That said, he's going to want some advice as to how to run them and I'm not entirely sure. Would 5 TH/SS do fine for them? Would make them expensive (250 points if I'm not mistaken).
Or is there some other loadout that is the bees knees for them?

the most universal way of running them would be 2 TH/SS 2 Axe and 1 leader with his dual Frost Claws. 1 Stormfrag launcher(I normally put it on an axe guy, because I tank with my TH/SS Wulfen). All TH/SS works as well, but as you pointed out is quite points heavy and doesn't take advantage of the great alpha strike potential the other weapons offer!

En..... I suggest maybe 2 TH/SS, 2 Great Axe and frag laucher, and a pack Leader with twin Claws? Or 3 TH/SS, 1 Great Axe guy also carrying frag laucher and the pack Leader.
The idea is to have at least someone to strike at I5, in order to thin down the enemy counter strike before I1, especially when you face other Marines, Khorne or Nurgle lesser Daemons, Necrons and Orks etc.
The Wuflens are killy, But they are not tough against high number of attacks. For example, even at being charged, a horde of 15 Necron Flayed Ones would on average kill all five TH/SS Wuflens at I2 step, so even being able to strike back immediately, the wolves could only kill around 10 or 9 of those Flayed Ones. So have some guys to strike at initiative is better.

2x TH/SS is what people go, 3 something else, their reasoning being to make the units more survivable. However, in my opinion if they're in a position to get shot they'll likely just dje anyways... their 4+ and FnP(5) is always sufficient for me versus non ap4 shots, as long as it's not S8+. In my experience,get them into CC that is your sole objective with them! asssault the unit(s) with a different squad to prevent lethal plasma/etc overwatch from killing them. Once in CC, i5 is important,land your 25 attacks with the 5 axes, S8 for instantkilling the squad and ap2 to ensure your wounds count. Then, happily find your wulfen dying in cc enabling them yet additional attacks. Not much can survive 50 such attacks. Hehe managed to have one die in hammer of wath, i10 pulled 4 models before even other stuff could strike, wyen they assaulted me lol.

TH/SS denies dual attacks in a turn, and makesthem cost more to do it lol...

I'm not popular for thjs, but I've tried many forms, and man... this js the way I go!

@MekLen, I haven't had a chance to try Wulfen yet, but I agree with your mentality. I follow the same mentality with TWC. Where I see everyone throws a stormshield on them and then 1 or two power fists and calls it good. Where I would rather have a spread of special weapons and a few stormshields. My opponents don't fire AP3 at my TWC that much, and its rarely ever S10. Generally they die by weight of fire, which is what I fear will happen to wulfen.

I want to have a TH/SS wulfen in there just to be able to toss some serious hurt, and to take the AP2 hits, but having i5 swings is really important to me.