Warhammer 40k

So I have taken the plunge and have gotten a 40k army, Space Wolves to be exact. After playing fantasy I discovered that, simply put, the mechanics suck. I did not like the huge blocks of infantry. You move, pivot, move, and bam you are in close combat. Yes there is strategy in the movement when it come to flanking and so forth, but overall there isnt much. It is all about what you bring to the table.

Over time I discovered I love skirmish based games such as Warmachine/Hordes. Before I got into 40k I tried to be smart about it. Instead of just jumping in and getting an army I spent time reading the rules, watching youtube vids, downloading (oops) the codexs and reading about the armies that interested me. I narrowed it down to space wolves based on their fluff and looks. Space Vikings? yes please!

I am magnetizing all of the models arms and weapons so I can change out weapons as I please, so it is taking a bit. If you want a good guide how to do that check here, its very very easy. Here is the size magnet you need, and then a 1/8 drillbit, and you are good to go.

Here is what I have so far for my space wolves.
1 Battleforce box which includes:
1 drop pod
x2 space wolves packs-can make grey hunters, blood claws, or wolf guard in power armor
1 unit of scouts. 

Njal Stormcaller
1 Space Wolves Guard Terminators
1 Dreadnought
1 Rhino


 I have NO idea what list I should build, ie. what units, weapons, gear, etc. I will make a list based off what I have so far. Any suggestions would be great. Whenever I come up with something I will post it.