If you want the most fun out of it, PLAY BATTLE COMPANIES. my friends and i spent unto 36 hours straight on weekends playing multiple games, i advise that you have two companies per player, and roll to see which compony plays. also the Redux helps to stop heroes getting ridiculous. feel free to make your own scenarios and rules. i personally have a set of play tested to perfection (like i said we played this ALOT) fan made rules. its just little things like a zombie scenario, a 3D6 death chart for those Uber heroes, and rules for oversized companies.
Conversion possibilities are awesome, my Rohirm captain ended up being known as Erol, The Red Angry Spartan, known for his 4s throwing spear, was an Urukhai bizerker with Erols original Head, spear, shield, and a green stuff cape and was of course painted red, and looked like a spartan from 300.
my advice, is give your hero a horse as soon as possible.
we played with the rules before the redux and so we had a lot of leeway with rules, and like i said heroes got ridiculous, as in my one Dol Amroth captain could take on an entire battle compony and win. so long as he hugged cover until he could get into CC (which is not hard when you have 7D and your horse has 5D and you can use your fate to keep it alive.)