OK So any other than Joe McCullough an his play testers who claims to be an expert on Frostgrave is probably a lair at this point but I do have some thoughts that I think are worth sharing.
1) Soldiers with ranged weapons are great. They can attack at up to 24 inches, and they can fight pretty well hand to hand. The humble archer is only 30 points more than a Thug but has the same fight and a ranged attack of +2 Shooting they only thing the Thug has over him is a hand weapon does one point more damage than a dagger hand to hand. The Archer has armor too and the Thug does not.
2) Speed is key, This game is about grabbing treasure so bring as many soldiers with movement 7 as you can, that extra half inch of movement when carrying treasure could be the difference between escaping with the loot and finding your self in a nasty battle of attrition.
3) Speed is key, pick spells that let you move like Leap, Fleet Feat, Telekinesis (to bring the treasure to you), Teleport, and Transpose. Push which can send your opponent staggering back form a treasure token is great too.
4) When picking your spells keep the casting number in mind. Its OK to pick a spell or two with a high casting number especially if its an out of game spell or one that isn't key to your game play strategy. Elemental Bolt is great but if you need to roll a 14+ (70% chance of failure) your not likely to cast that unless you think it's worth the risk of inflicting damage on your self. Low casting number is important for another reasons successful casting = XP meaning the more useful spells with low casting numbers you have the faster you will advance.
5) Do your best to protect your wizard. This "guy" is both the king and queen on your chess board, protect him or her better to live and get lower XP than die in pursuit of more XP(especially if you opponent will get XP for killing you) . Ranged spells can help you do that, if you don't have them make sure you have a soldier with a missile weapon covering you. That said you shouldn't get to timid.. even if you are "killed" your likely to come back in good shape after the game, but don't go into fights you don't have too just to get a few extra XP.