Seriously, though. I shall have a crack at offering some decent suggestions. Here goes.
Lording It Over Everyone: I'm going to start with the assumption that you will indeed be leading your army w/ a Skinnie Lord. A Lord is a potent and expensive model, wielding the panoply of a Venerable. With the Trophy Hunter rule, it behooves you to keep them in the thick of things and splatting big baddies - especially since, as a Lord's army automatically has a priority level of 3, you won't be directly penalized for losses.
As such, when selecting Heroic Traits it's worth it to bare in mind the offensive role your Lord should be playing - though making sure he lives long enough to be used as such wouldn't hurt. One nasty combination is Throwback with Gladiatorial Champion. Not only will this give him a 3+ unnegatable Dodge save and a T/K of 6+/10+, but he'll strike on a charge with 3XD10+2 Piercing/2 (with one reroll!). As he also gets Multihit if attacking just the one target, this should give even a Tanker pause.
If you'd prefer to run and gun, take Sharpshooter. In combination with Extended Jump, you can REALLY keep your foes guessing when you Ready him. Are you going to be jumping 18" away, raking your foes with laser and boneshard fire as you go? Or are you preparing to utterly paste him with Accurate weapons fire? Of course, if you're jumping a lot, you'll be vulnerable no matter what, so a Harmonic Shield mightn't go amiss either.
Venerable Troops: A Lord can field an unlimited number of Venerables, which are in very short supply for all other tribal leaders. Accordingly, it'd be rude not to make use of them.
Venerables possess, in effect, a staggering capacity for small arms fire. Their ability to blaze away not only with the dreaded Boneshard Rifles, but also Light Neural Beamers and shoulder-mounted pack weaponry can clean fragile units right the heck up. With paired disruptor gloves, you can even slap around most foes in close combat. That said, for their points value they're also quite vulnerable. Judicious use of cover and keeping foes at arms length before dealing the knockout blow should be the order of the day.
Dual lasers provide a degree of long range punch against hardened targets, but you should consider giving this upgrade to one or two units, and to them alone if that. Splitting fire can seriously curtail your AT fire. Rocket launchers, on the other hand, are much maligned but can pump out impress amounts of D6s. Splitting fire into two or even three fire zones, assuming two Venerables per, means 10xD6 per, which is going to put a crimp in any horde's day.
While you can field large units (and they're sold in sets of eight, even!) my personal recommendation is relatively small units (4-5) with a couple of champions per. Bunching up too much will mean two many eggs in two few baskets. Again, Extended Jump will mean an 18" Jump, which will be seriously zippy but may only compound the fragility of your veteran warriors.
On the subject of Venerable Marauders, be aware that no models for these intriguing engines of destruction exist at present, so you'll have to either proxy or kitbash. As they use all pack weapons (and one Ready weapon, even) I suggest you find them a good vantage point and blaze away at anything the Venerables can't whittle down on their own (looming Tankers and any naughty Air units are a good example). And don't be afraid to flee with them either - since you can't react fire, those 8" of movement will usually save its bacon from rampaging Warrior bugs, or get it out of LOS of MI fire if you're fortunate.
Backing Up The Lord: Yes indeed, Venerables are key to a Lord's plans, but his tribe will no doubt have plenty of other options to offer. If you're aiming for a compact strike force, Militia and even Soldiers are probably out, but the others have some merit.
Raiders, for instance. A unit of these can secret themselves way on the battlefield and make a foe think twice about approaching any protective terrain features too cavalierly. More importantly, fielding a unit of Raiders also allows you field a Speeder Chariot. Give serious consideration to fielding a Heavy Speeder, as this will give you very heavy firepower in the form of a Mass Driver or Heavy Laser in a package even more maneuverable than a Venerable Marauder.
Also give a thought to the Guard. A unit or two of them is cheaper than an equivalent number of Venerables, can hold their own in most conceivable situations and can also field Neural Beamers, useful against swathes of lesser foes or in a pinch against distant foes of the larger persuasion. (When fielding Guard, also bear in mind the Ready Deke-Out trick I mentioned with the Lord above)
In conclusion, this is a poor man's tactical guide at best, but I hope it's given you some food for thought, should you exercise your right to purchase and field a Skinnie force before the advent of SST: Evo. Happy Lording!