Mordor has a dizzying array of leadership options.
The Dwimmerlaik, Shadow Lord, and Khamul are my favorite Ringwaiths.
The Dwimmerlaik and Shadow Lord are essential to keep your opponent from abusing might and shooting.
Khamul's Essence Leach ability is great, it not only saves you casualties thus helping you win combat, but also hurts your opponent's troops.
The Betrayer and the Witch-king come in second.
The Betrayer's The Bane of Kings ability turns even average troops into killing machines.
The Witch-king not only makes your force more mobil, but also makes it more difficult for your opponent to call At the Double!
The third tier consists of The Undying, Tainted, Dark Marshal, and Knight of Umbar.
Like, Druzhag, the Goblin mage, Kardush is a great value.
You should never take a regular shaman unless you have already taken Kardush.
Like Druzhag, he has epic cowardice to keep him from being slain in a challenge.
The Mouth of Sauron is also a mage.
He is not as powerful as Druzhag.
I would generally take a Ringwraith or Druzhag before I took The Mouth.
Gothmog is Mordor's combat oriented hero.
He is reasonably inexpensive, and has a good resiliance and courage.
Every good leader need plenty of might, and Gothmog has it.
What makes him really shine is his Master of Battle ab ability
It lets him mimic any heroic or epic action that is called by a nearby enemy hero.
Unlike the Epic Heroes which reside in companies, the Legendary Formations are companies in themselves.
This is fine for most of them, but some, like Sauron and Shelob are single unit companies and are vulnerable to massed attack.
Just remember to use such units with care.
For large games you can't go wrong with Sauron.
As you would expect he is not only a master of magic, but rips other units to shreds in combat.
For somewhat smaller games The Necromancer is also very good.
He is not quite as good as Sauron, but costs significantly less.
His advantages include high movement and Spirit Grasp.
Winged Nazgul are very potent.
Their swoop attack is good against massed formations.
I very much like Shelob.
It rips things to shreds, and can Abmush.
I am not a fan of the ringwraith units.
I prefer to take them as epic heroes.
Castellans are very deadly and can take some hits.
One the down side they are very expensive units and cannot be joined by other heroes.
Gorbag's Morgul Rats are outstanding.
They are not more expensive than regular orcs but can make more than one at the double moves!
Shagrat's Tower Guard are good.
His Brutal Discipline ability is very good when facing terror causing enemies.
Grishnak's Trackers are good.
Grishnak is an inexpensive hero and his ability makes the trackers more deadly at range.