One of the most common Empire builds, generaly called the Council of Light, is very good against most undead armies. Something like-
Arch lector on War Alter
Lvl 4 of light
3 lvl 1's (1 with dispell scroll)
BSB
2 units of 45 Halberdiers
1 unit 4 demigryphs
cannon
Steam Tank
archer detachment (s)
The Wizards all provide Banishment on your lvl 4 and War Alter, allowing you S7 and S6 Banishment, as well as probably two casters who can toss out Shem's Burning Gaze. Those spells will make short work of Ethereals, most big undead constructs, and two banishments can put a real hurt on Vampire cavalry units. Cannon(s) help against the biguns, Demigryphs provide real hitting power (usually with Flaming Banner) and can tear through Crypt Horrors and such, and two units of Halberds with Hatred and ld 9 (re-rollable) and possibly other buffs will make short work of most undead infantry units.
BS shooting is mostly wasted on Undead, crossbows and handguns are even more useless than normal, seeing as how there are few good targets for them (small units of fast cav, fanatics, ect), and they aren't going to cause any panic tests. They are just hoping to do enough wounds to force the VC player to cast a basic spell and easily heal the damage you just spent 180+pts doing. Mortars are similarly poor. Pistoliers often see themselves magic missiled or screamed straight off the table, and their run and shoot isn't too helpful either (easy heals, immune to panic, ect).