My ace unit is 5 IC knights, Full command, War Banner, WP of Sigmar, heavy armor, great weapon, and Icon of Magnus. I don't leave home without him.
The other problem I have, is how to get the Battle Captain on Pegasus in the army if I have the WP. So now I take EC, WP, BC on Pegasus, and scroll caddie. I hate giving up a phase, but the Pegasus is just too useful to drop.
In the past, I dropped the Pegasus and took EC, WP, BM, BM. This actually works very well too. I see no advantage to this combination, except against Undead. If I get a LOS to charge a necromancer, the question is moot, which is better. Reduce the Undead by one little magic user, and you can castrate their magic phase.
Undead are still the hardest army for the Empire to defeat. They don't take panic tests from anything. Our shooting phase is diminished by a great deal, but not useless.