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I often use a warband of Thorin with Dwarves in addition to other armies.
After a few experience I had when the Hobbit rule first came out, I reached the conclusion that the best use for the Army of Thror list is to have Thorin leading 12 Erebor warriors with spears to support Dwarves from the Durin's Folk list.
My idea is that Erebor is indeed a supporting army, something you want to use as allies, but not as core force.
Thorin is amazing, I think we can all agree to that.
Thrain and Thror are not bad themself but, for their point cost, they are not good either.
Thrain has one rule that comes in play only when Azog is on the battlefield, which means that 99% of the time you get no benefit. And his Stand Fast works for me only when playing Domination. In all other games a simple double-range stand fast is more then enough for me.
Thror was a decent hero, but for his points I wanted something more than decent. I rolled a 2 when using his fate point (that happens) and never got the chance to use the arkenstone rule.
I compared them with my results with Dain King, and Dain proved himself the better dwarf.
I thought Balin could be used a la Damrod, but still, not cheap enough. I played him in two match, used all his will and the priority changed only once. In the worst case scenario, we are left with a low defence model who is unable to fight. His ability could be very effective, but is way too random. One time, however, he saved Thrain's Might because I didn't have to call an heroic move.
Dwalin is a glass hammer. My friend was playing Isengard and had 12 crossbows. The moment he read Dwalin's stats, he made him the top priority. As long as Dwalin is keep covered and wins, he can smash through ranks like nobody else, but is not reliable, since he goes down easily when confronted by S4 models.