I have been dying to get an Avenger. You are most likely only getting one unless you're a collector like me who owns stupid amounts of all things Cygnar.
Running one with Sloan is going to be awesome. Personally I'm looking forward to the stupidity that eHaley can get out of it (shoot twice every round, KD's models on feat turn basically lose their entire turn, etc).
Most casters have some great synergies with him. Being able to open up LOS for ranged assassination will be huge. The only downsides are that he's slow with low RNG, and his RAT is only a 4. Statistically you can still his a 15 with a boost about half the time, but using things like Ranger and/or Master Gunners to increase your chances is probably a sound idea.
I'll definitely start with one Avenger and I'll probably get another Centurion and maybe a Hammersmith, but that's hard to justify since I rarely play the one I already own. The Witch Doctor is a badass, and I'll be grabbing one for Hordes. I'm still on the fence about the Griffon. I like the model, but fish his pose was different. Plus I don't quite get his role on the battlefield.