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I've got 24 elves painted up, and I'm buying some cavalry today. What else should I get to make a balanced force?

You will need a banner and a captain, for a start, and a hero if possible. The Banner will mean you get a higher chance to win any fights, and the captain is a good fighter and can help if your force breaks.

If you're completely new I'd reccomend the Mines of Moria boxed set, if only for the mini rulebook and the fellowship, who are all awesome.

If you haven't got it yet, it would probably be a good Idea to buy Legions of Middle Earth, as this contains all you need to add allies to your force and balance it.

I've already converted captains for the groups as after looking into it, I intend to play more WotR than LotR. One model in the front row of the front company of each group has no helmet on (a la 40k) = captain. Would they be acceptable captains in a game of LotR though?

Probably, just make sure they stand out a bit (no helmet would be fine) and look extra heroic.

Will post pics soon. I think it's fine as for every 16 elves ONE has its helmet off and is in a "heroic" pose.