I think banners are pretty useful because they decrease the chance of a stalled charge, increase the chance of a 6 to charge (temporarily forgot the rule's name, lol
) and mean you're less likely to suffer from Onset of Dismay and more likely to remain Steadfast.
Combine that with something like a Shieldbearer and you're very likely to stay around if you manage to lose combat.
I hate captains, although I love Shieldbearers (give +1F, +1Mt, At the Double! and Steadfast on 5 and 6, for half the price!) and Dragon Knights (F7, At the Double!, +1Mt and at the cost of a banner!). Captains are a great way for getting Heroic/Epic Duelled and losing a bunch of extra models as well as 50 points that could've been spent on another company or two. Shieldbearers and Dragonknights provide the main bonuses, without the same points sink and give other bonuses too.
Hornblowers: despise these. They should be 10 points and give +1 to the charge range as well (not the dice, just the range, so infantry charge D6"+3"). Completely useless unless you take the Rohan Fortune that means HBs cause Terror and even then, it's a single turn...
Casters: 100pts of not-worth-it. They will be Heoric/Epic Duelled and can't stand up to it, cost slightly less than Epic Heroes that have more casting than them, cost slightly more than a lot of Epic Heroes, you can get as many as 6 extra companiess (excepting hobbits), but at least 2 (basic ones, excluding ghosts). Even 50pts is difficult to consider them. The magic is very useful for those points, but die easily in combat, so best to put them in a two-company formation and keep them out of harm's way (maybe archers, preferably with elven cloaks?)...
Miscellaneous: Usually pretty cool and always very flavoursome and nice, IMO. Goblin drum, Corsair Bo'sun, Dragon Knight, Shieldbearer, etc...