You can still play as Denethor and not care too much about your troops' lives.
Gondor's a very solid faction, and largely plays as you'd expect them to. Sturdy line of armoured warriors, maybe with Ranger support (as archers/spearmen) and Knights around the flanks. Not sure what heroes are the best ones to start with, but nothing you can really go wrong with. Only thing to know is probably that you need the Gondor at War book for profiles for the resin Forge World figures (aside from Denethor), the rest are in the Armies of the Lord of the Rings book. Pretty sure Faramir's a good pick to begin with; from 700pts or so you probably want to drop in a big hero like Boromir or Elessar. A box of each of the plastics (warriors, rangers and knights) will be the basis for a force at basically any points level; alternatively 2 boxes of warriors instead of rangers. Probably wouldn't invest much in the artillery until a bit later, though they can be useful nowadays. Knights are certainly useful - the cavalry knockdown combined with lances will help cut down especially armoured troops you'd otherwise struggle to deal with. Try keep a 3 Might hero with them to ensure charges with heroic moves. In addition, you'll benefit from the additional movement in many scenarios to grab objectives, so I'd always include a few.
Honestly, there is a pretty great level of balance in SBG. Can't think of much that's mostly pointless or clearly overpowered. Just take whatever you like the look of and you'll probably be fine!