I prefer Mechanised Armies, especially my Dark Eldar army. I find footslogging is usually a bit dull and not always as responsive. I find with my mechanised lists I will find myself thinking on my feet a lot more often and this makes for some really fun games, I also find that with mechanised lists (particularly Dark Eldar) every turn can be a game changer, one useful or even lucky move can change the tide.
As you're thinking of SM I think it will largely depend on what sort of army you want. I have a Deathwing army which consists largely of footslogging terminators and a Plague Marine army that consists largely of mechanised plague marines, to be honest, both are fun (I know not much help with that statement
When it comes to CC or Shooty I prefer to have a balance of the two. However I don't like to balance my squads. I want a role for each unit, if they're going to shoot then I don't want to give them CC upgrades and vice versa. It feels like a waste of points, why give a guy a power fist when his squads intending to spend most of the game sat on a ruin shooting vehicles "48 away.
So my advice. Take a look at some of the list on the website, see which ones have more of the units in you think look good/sound good. Think about whether that style of play sounds fun to you and then just roll with it.
Going back to the title of the post
my favourite list to play consists of;
- Some decent AV weapons.
- A unit or two of shooty goodness to support other units but also provide a decent amount of fire power from mid board.
- Some CC units to get stuck in and hopefully do some damage.
- Mechanised where possible.
- Vanilla HQ choices are usually a big part of my armies, with a little thought about their purpose they can usually prove to be just as good if not better than names characters (Don't really have much choice with Belial though, and the Duke is pretty useful).
Sorry I know I waffled a fair bit then, apologies, but hopefully that helped you out or at least gave some food for thought.