I currently have 24 Goblin Warriors and a Cave Troll. My friend have Saruman, Grima and Uruk Scouts. Planning to play a game of 250 or 500 points. Something small. Any advices or ideas on what to get next?

One of the new sourcebooks unless you want to keep playing without the new warband rules (or wait for the hobbit in case a nice new book releases)

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Operation future in full swing.

What Bartelomeus said.

Regarding models: For you some captains to give your force a hero or two. Maybe Durburz or Druzhag (or if you really insist, their new cheesy alter ego's). For him some Uruk Warriors.

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"... Telchar wrought it in the deeps of time."
-On Andùril, The Lord of the Rings

Alter egos?

I'm thinking about getting some Giant Spiders but I don't know if I get a Spider Queen instead for example

Spiders are great. I'd add Durburz, a captain blister, and a shaman, and maybe a blister of Prowlers, that should be plenty for small games.

The Spider Queen is also very good, but very expensive points-wise. Wait until you're playing games over 500+ to bring her in.

Thanks! I'm a bit lost since my sourcebook will be coming with my order so I don't know much about the warbands currently. Can you tell me which unit is a MUST have so I can order it to prevent a useless buy? I think since I don't have a hero or commander unit I will be needing one or two of those since I got 24 goblin warriors.

Edit: And does warbands also move in trays?

IMHO, if there is one goblin hero that everyone will find a use for, it's Durburz. Normal goblin captains are also useful, because they're so cheap, you can fit a warband (captain + 12 warriors) in 100 points.

You might want to just start with those until you get familiar with the game. I also suggested a shaman because that will introduce you to the magic. After that you should have a better idea what you want to do with it.

Thanks! I ordered Durburz along with the sourcebook. Will be back with more questions after done with them

No they don't, Its mostly for army building and deployment. Your army must consist of warbands which is a hero leading up to twelve warriors or hero's on their own.

In scenarios warbands are often alternating deployed and the warriors must be deployed within 6" inch of their hero, they are free to go wherever they want after that though and have no 'ties' with the other models in the warband.

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Operation future in full swing.

Oh, just to clear it up, the alter ego's are Groblog and Ashrak. As you might have noticed, I don't like them .

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"... Telchar wrought it in the deeps of time."
-On Andùril, The Lord of the Rings