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Apparently a Mordheim group is starting up at a FLGS and I am interested in doing it. I have a box of State Troops and a box of Handgunners so.. What do I do with them? I was thinking of equipping my men with swords n' boards because those are usually helpful but this is a game. Any advice would be appreciated!

Yea, those'll be great for any of the human warbands. I've only used the main rulebook, so I don't know if you're using any house or fan rules (of which there are plenty online).

Don't bother with armor or handguns (at least not at the start). They're much too expensive, and provide minimal benefit. Guns can only fire every other turn, while bows and crossbows can fire every turn.

You're best to start your guys as a bunch of close combat brawlers, max out on heroes and then max out on henchmen. Maces are very undercost, as a 2-4 stun is a huge boost (as you'll find out). Axes might be useful later when people get armor, swords are pricey too start with, but easy to come by later in the campaign.

It is tempting to try and go for a range focus, but you're better off giving everyone two close combat weapons and then isolating out one of your enemies with multiple charges a turn. One-on-one combats can last several turns since even your heroes only have 1 attack at the start, so charge 2-3 guys to try and snipe enemy heroes early.

I would max on heroes, give them all two maces. Max on swordsmen, with swords for their special rule. And fill the rest with crossbow armed marksmen.