So I thought I'd share my thoughts on list building for the benefit of the new players in this campaign. Warmachine is a game of synergies, if you pick models individually without paying attention to how they interact then you will find yourself at a distinct disadvantage.
The best place to start building a list is with your caster. Look at their spells, abilities and feat and think about what units work best with that caster, what units you intend to cast individual spells on and if there are any units you can use which will aid your caster.
For this example I'm going to use one of my favourite casters, epic Caine. Epic Caine's feat is that for every shot he hits with subesquent shots do more damage. Therefore to get the most out of his feat he wants any models that will allow him extra shots. In particular the squire and Reinholdt, he will also need all his focus that turn to buy extra shots.
eCaine (the e is for epic) has no spells that specifically benefit jacks, 6 Focus (which is on the low side) and wants that focus for his feat and for shooting/spells. Therefore he wants only a small number of jacks and in particular jacks that can run effectively with a low amount of focus or marshalled jacks. I would try to keep to one jack in his battlegroup and any other jacks marshalled. Also you want to avoid focus hungry jacks like the Charger and Thunderhead and steer towards jacks that generate their own focus like the Stormclad and Gallant and focus efficient jacks like the Hunter. You also want to avoid jacks with weaknessess, the Hammersmith is a great melee jack but is very slow and does not have reach so otften is destroyed before it can let loose. With a caster who has spells that let that allow you to make a jack faster (eHaley, Kraye) the hammersmith becomes a much better jack but with eCaine it should be avoided.
eCaine also gets +5 range to spells when he doesn't arc them and due to his fantastic shooting wants to be close to the enemy anyway so eCaine does not need an Arcnode (no lancer or Thorn)
That's enough about what he doesn't want what does he want? He gives all gun mages gunfighter and has the spell blur. Blur gives a bonus to DEF which does not count for melee attacks and so works wonderfully well on a high DEF shooting unit. Gun mages are therefore a great choice. The UA for gunmages makes them more effective and passes on his special shot abilities to any jack he controls. As eCaine is very focus hungry and gives no benefits to jacks he controls a marshalled jack is a great idea for him. Therefore you should consider marshalling a shooting jack to the gun mages. There are 6 choices, the charger gets a benefit from using focus which a marshal cannot allocate, the sentinel and thunderhead use mostly special attacks which the gun mage bonus cannot count for so you are left with the defender, hunter and cyclone. I personally favour the hunter, the other jacks can do well in melee and would in that case like more focus, they are also more expensive.
Heightened reflexes lets you avoid being knocked down or made stationary. This is another spell that favours high DEF units as those are the two most common ways to drop DEF. It's also particularly useful for a tough unit as it means that models that pass a tough roll are not knocked down and activate normally.
Magic Bullet gives you free damage to a nearby model when you hit a model. It therefore wants a shooting model with high RAT (so that you are likely to hit). eCaine does this himself.
You want to make sure your list has a plan to deal with heavy jacks and high DEF infantry. In a campaign setting like this you can have multiple lists but even then you can come up against both in the same battle. You want some melee and some shooting in case your opponent has some way to reduce the effectiveness of one of those options and something to take and hold objectives.
So here is a sample annotated list:
Cygnar
Standard Army
PCs: 35 / 35
22 models
[00] Captain Allister Caine (0 / 5 WJ remaining)
[02] >> Squire - extra focus is always good but here means an extra feat shot.
[10] >> Stormclad - gets a focus from the stormblades provides much needed melee
[06] Arcane Tempest Gun Mages - blur. Push stuff off objectives, shred infantry
[02] >> Arcane Tempest Gun Mage Officer - gun mages get true sight (really useful) and marshalled jack
[06] >> Hunter - +4" range, extra damage on critical or push from the officer
[05] Stormblade Infantry - adds needed melee option and gives the stormclad a focus. Heightened reflexes.
[03] >> Stormblade Infantry Officer & Standard - assault and 3" AOE makes stormblades very deadly
[02] Rhupert Carvolo, Piper of Ord - gives the stormblades tough, and they cannot be knocked down thanks to heightened reflexes
[03] Eiryss, Angel of Retribution - Helps eCaine assassinate
[01] Reinholdt, Gobber Speculator - extra shot every turn for eCaine.
Because of the synergies in this list the gunmages DEF 18 from shooting and gunfighter lets them fight back if charged. The stormblades are tough, fearless and not knocked down when they pass a tough roll. The hunter gets +4" range (or push) and a boost from the jack marshal, it only needs one boost because it mostly shoots jacks/beasts. On feat turn eCain has two initial shots, one from Reinholdt, 6 from regular focus and one from the squire for a total of 10 shots making the last shot POW 21. When possible these should all be at your opponents caster. Push things out of the way with your gun mages, have Eiryss get rid of any defensive spells and then kill the caster. Everything works with something else and that's what makes the list good.