"I'll charge them with my death star / 30 orks mob!" well you have five T5 2W badasses with 2/3 storm shields, 5 S10 attacks, 6 S6 power weapon attacks and ~20 S5 rending attacks. Add in a Warrior Born Lord to taste. And with wound allocation. Who in their right mind is going to charge onto that?
If you want to shoot them - well good luck! the only weapons that really worry me are either S10 (not that common) or mass shots. I don't really care about plasma cannons and the like but medium strength, high shoot rate thinkgs like the Eldar multilasers can be troublesome.
Anyway good or bad I really like their look and it feels good to leave the Razorspam / missile spam home and bring something different.
AssemblingI strongly recommend magnetizing the TWs for added flexibility and safety during transportation. So I added magnets to both arms and the torso, (so it fits easily in the foam trays. Running one unit of 4, with 2 SS? no problem, I have the arms. Perhaps 2x2 with hammers and SS? there you go. It's not that much of a hassle, and you will get the best out of the kit.
If you plan to use them in games (and why you wouldn't!) then try to pin them to the base. One model only has 1 leg in contact with the base, and another has 2 - unless pinned you will be rolling for dangerous terrain every time you carry them around :).
PaintingAll I can say is look at the WD 203 (Spain). I just followed their painting guides, with some personal touches here and there. You can vary the colors and the tones and is going to look good as long as you keep the spirit of it. If you don't bought it (usually a good practice given their content) then just apply a base color, apply washes (browns and blacks), drybrush and highlight. Try to separate the different areas, like the legs/head, the bottom and top of the body, etcetera.
The bases are made with GW's basing kit, but you can really make them with pretty much any type of slate. They key is to have different sizes to break the monotony. To give it a volcanic look, I prime black and then daybrush adeptus battlegrey or charadon granite, then codex grey, then fortress grey and a final, subtle touch of white. Add some skulls, chaos helmets and of course a couple of thousand sons and you'll be all set!