I would put the three companies of crossbows together into one formation because of the rule that when the last company in a formation reaches half strength the rest flee. Which means if you only have 1 company per formation the enemy would only need 4 hits to destroy it. That and with the three together you could grab yourself a captain to do Heroic Shoots and such.
Another thing you might consider is while Shamans can be useful they are incredibly expensive for what you get, so I would either take them out completely or at the very least substitute one for Druzhag the Beastcaller in the Misty Mountains list. (He's the same price, but has access to more spells, more might, and he has the ability to summon creatures)
Honestly unless you're going for a particular theme I would switch Grima for something else as well. He has his uses, but at 75 points he's pretty pricy. If you removed one shaman and Worm, switched the other shaman with Druzhag, and put in Lurtz (he's 175 so basically the price of the Shaman and Worm together) You got yourself a pretty tidy package.
One last thing is maybe try cutting down your Uruk Bands by 1 and removing a captain (Lurtz can take his place) so you can have a few points to spend on cavalry like Warg Riders, or Sharku's Raiders.
All in all though you should end up with a nice balanced force with a good helping of magic and fight. Good Luck!
