i believe legion or circle will give you more maneuverability. cryx is probably the fastest warmachine faction but doesn't have army wide pathfinding (no difficult terrain). as far as a horde army goes, there really isn't one. armies are pretty balanced between number of minis per side in most games. however, every army typically has a cheap (~6 points for 10 models) unit. using multiple of these units will get you to look more like a horde, but may or may not be that effective. these units are also typically limited field allowances. here is a rundown of general warmachine army traits:
Cygnar: best shooting army, still very good close combat units
Khador: slow high armor, hard to kill, high close combat damage output
Cryx: high def, low armor, fast, necromantic (multiple ways to keep bringing guys back to life)
Menoth: very synergistic, at first glance their jacks are not on par with Khador and Cygnar, but with their support units they become much better.
Retribution: jack of all trades master of none, they are decent at everything but not really great at anything.
my advice: pick the army you think looks cool. they are all playable, i've beaten them all, and been beaten by them all.