Well first off you should know that the EA since Armageddon have been split into 3 seperate fleet lists:
Early Years, Third Age and Crusade era.
Third age basically is the fleet from the time of the show with the other two sitting either side of it chronologically.
In terms of play style:
Early years tends to rely more on lots of smaller ships with lots of missiles and rail guns and so on.
Third Age has alot more heavy hitting firepower in the form of heavy lasers etc and also has access to the Thunderbolt, arguably the best attack fighter in the game (with the possible exception of the Vorlon fighter)
Crusade era is very high tech but tends to be quite top heavy with very hard ships with tons of interceptors and very nasty weaponry and also several ships with advanced sensors or jump engines.
A good place to start for any of them is the fleet box for the fleet in question.
I personally play crusade era and for that I will offer a bit more advice:
1) You want a couple of Omegas and a Couple of Marathons. Theyre both excellent ships but dont go TOO over the top. The Command omega now its been redone in signs and portents is now actually a very good War Ship. You dont have to buy the seperate model but it is quite cool I must admit.
2) Dont bother with the Posseidon much, though it is a very cool model worth having and the box set is actually probably the cheapest way to buy more starfuries

. In game sadly it still doesnt really pull its weight with even 16 Tbolts not really delivering the same punch as other warships and the carrier itself being very very killable and worth lots of victory points to boot. Shame though cos its a lovely (and not to mention HUGE) miniature
3) Chronos frigates are the best thing in the known universe. Im not kidding here. They may look small and inocuous and certainly dont seem as scary with their mere 20 hit points for a raid ship and no fancy beam weaponry of doom. BUT. They are very maneuverable, can throw quite a scary amount of dice in any direction (and multiple directions at once if you get between the the enemy ships

) and at hull 6 with 3 interceptors they are incredibly hard to hurt with non beam weaponry.
4) Delphis whilst expensive are still very useful, especially in bigger games. Redirect the beams from a couple of nasty boresights like 2 Marathons or a command Omega. The results are usually pretty explosive....
5) Dont bother with the Nemesis or the Warlock though in their current versions as frankly there is no concievable situation I can EVER envision where it would not be vastly more useful to take multiples other ships instead. 2 command Omegas is now infinitely better, as is 1 Command Omega and 2 Regular ones or 1 and 2 Marathons or 3 Marathons, etc etc etc You really would have to be stark raving mad to use either of the Armageddon choices. Now if they made the Warlock war level where it used to be and belongs then thats another story... but I digress
Hope that helps a bit anyway!