I began the army with prime Vayl. I felt like her model was one of the only ones besides the big casters that wasn't a really boring, static pose. She also has the ability to receive 8 fury and has a huge list of spells. She is a great beast caster and has some awesome defensive abilities - all of this adds up to her being on the top of a lot of 'best Legion casters' lists I looked at.
I picked up Vayl, some beasts, Hex Hunters, and the Ulk Riders, because they look awesome. I have a few solos to shed fury when I need it. I'm extremely excited to learn this army, and having played about five games I think I'm 1-4, with only a caster kill on Tau4Eva due to him not knowing that eyeless sight sees through forest. I've played Geneguard's trolls a ton and they're just a really tough matchup for me so far (with all my armies) due to high armor and tough.
So far I've finished a scythean and pVayl. I really like how they turned out. I tried to go with a very snowy, frozen theme with Vayl. It is weird how close to painting Tyranids the Legion are.
For April I've oathed at the Something Awful thread the Khador gun carriage, Legion Shepherd, and Legion Absylonia (really cool looking caster). I would love to try out Absylonia as my next caster.