In the interests of offering a second opinion,
I like Warg Chieftans and pretty much always include them in my Warg formations. It actually may be that none of my opponents quite realize they are heroes with might that can be dueled since they aren't a "person", I don't know, but I have never had a problem with my chieftains getting dueled.
As for Spiders vs Wargs, I buy Wargs for my list and then use Druzhag to summon spiders. They are both good units (and as has been mentioned, the Chieftain is totally cool looking), each with pros and cons, so I choose to actually pay the points for the cheap ones and summon the expensive ones for free.
I have a hard time including ally Epic Heroes in my lists because none of them feel sufficiently fluffy. If that isn't an issue, then yeah, Thryden and ringwraiths are cost-effective heroes.
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plus with Durburz there's his overlord to give it a heroic move to make it even more deadly. A common tactic by powergamers.
You seem to discount a lot of basic tactics and common sense behaviors as powergaming. Just an observation.
Uses for the stone giant. I find the Extremely Hard to Kill monsters are so durable that they can be used in a number of different rolls. I have Heroic Moved him up right away, then he dies quickly but serves as a great distraction and causes some damage on his way out. Keeping him in reserve allows you to avoid the things that can kill him easier and charge in when the enemy can't concentrate on him because of the other things going on, then he can wreck things while your goblins are soaking up the hits that would ahve gone to him. Another use is in the Seize the Prize objective. Because a lone monster can't loose a fight unless it is killed outright, and EHtK monsters are so durable, a Stone Giant can be used to steal objectives from enemy formations. Charge a formation that has some prize counters, trust that the EHtK giant will survive the counter attack, then he wins the combat and steals the prize counters. Then have Durburz overlord a heroic move with him and get out of danger.