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The Tactica by stjohn70 stickied up above is a good starting place. It just comes with the caveat that it's written from the perspective of assuming you've already decided on a mechanized army. Given the incredible buffs transports received from 4th to 5th ed, I don't know why anyone wouldn't be interested in a mechanized army =).
Have you decided on a theme, or any particular models you really want to use? There are a couple different ways to make a WH list alone, before you get into all the different playable allied builds.
My other advice for newcomers is be wary of the SoB squad boxed set. The storm bolters it comes with are almost never used, and neither is the Veteran with Plasma Pistol and Eviscerator. It may seem more expensive to buy blisters, but you're not paying for models you'll never use. eBay can be your friend with this army too.
Flamers and Meltas.
Don't bother with the storm bolters.
"The sword that takes life gives life."
I only started recently myself, so I may be able to offer some small tips based on things I recently found myself
Personally, I recommend pairing Heavy Flamer and Flamer or two Meltaguns in the Battle Sister Squads. I tried the Flamer/Melta combo that some people prefer, but I just found it tedious. If you really need that Meltagun, then doubling your chance to hit is much better (dice rolls are more likely to fail when you really need them to succeed: proven fact!), while the new rules for template weapons make dual-flamer even more powerful against infantry than before. Personally, I do not mind the box sets either. I used the Sister Superior and Storm Bolter figures to practice painting on, then did it properly on the rest.
If you are going mech, I would also recommend buying Immolators rather than Rhinos. The Immolator kit is just a Rhino kit with a bunch of extras to make it less-Beaky, more Sistery. The turret does not need to be glued on either, so build it as an Immolator and you can play it as both (I do). The Immolator costs a little more, but I personally think it is worth it. If you are going to get an Exorcist, make sure you ask Games Workshop for the instructions. The box does not come with them, but they emailed me a pdf when I asked. I have not yet tried assembling mine. Yes, I am putting it off
Oh, and do not underestimate the Canoness. Not only is she one awesome looking miniature, but she is just as awesome on the table. It is kind of funny when an opponent devotes an extra squad purely to `keeping the Canoness away from this juicy target'
vs Marines - 2/0/1
vs Orks - 0/0/3
Yes, I believe that I am finally sold on collection these ladies
The immolotar idea is quite good, thanks for that one.
So I'm planning on building my army up to 1750 points.
I take it I should get .... 2 cannoness (are the jump pack ones still good in 5th?)
probably around 4 - 5 mech'd sister squads. I'm liking the sounds of this troop choice, very solid and deadly.
Some sep- uh I can't spell the word but the sisters with jump packs
and then some exorcists.
Only issue with the Immolator is that it's not available to basic troop squads, which are the only Sisters capable of scoring (lol, no pun intended).
He means buy the Immolator box and build a Rhino with a few more SoB-looking pieces.
And over there we have the labyrinth guards.
One always lies, one always tells the truth, and one stabs people who ask tricky questions.
he should also consider Exorcists since i hear alot of good things about the exorcists