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Are there any competitive builds out there for this type of army?  Is it mostly mech or do they excell more with tons of troops?

My impression is that a WH list is most competitive when 2-3 Exorcists are combined with a large number of SoB squads, mech and unmech, which are organized and equipped to maximize your number of Faith points. The army is quite effective at short range firefights, but does suffer from the general weakness of tracked transports in 4th ed. This is somewhat lessened by good use of smoke, sheer number of transport vehicles, and presence of a few other high priority targets like Seraphiim, Immolators, etc.

-Adso