The Death Marshals are sweethearts; so fun to play, and damn useful in range and melee fights.
I have a super lady crush on Lady J (who is my first master) and even though she's a little...less than amazing at range, she's a murder machine once she gets into somebody's face. CB 11? Yes, please!
She's also a blast to paint. Mine has crazy hair and cute boots.
I also tend to view The Guild as "the good guys" because they're the law that's moved in, but I definitely respect the Neverborn claim to the land.
As for the rundown you've asked for, I usually play a pretty small crew consisting of:
Lady J
Judge
Death Marshall x3
Scales of Justice
And even though if you're playing against a ranged crew (I play against 'Tina all the time), you can survive long enough to get in their faces and destroy them. Being able to Pine Box your own guys/gals is a fun trick, and means you can usually get into melee range without taking damage before your DM takes a dive. This would obviously work with Lucius too, if you had the desire to get him into face-smashing range. They do the amped up damage at range too, so they're always fun to have in the bag.
If you don't like the Lady, then you don't, and I definitely agree that she's not for everyone, but I'm definitely a charge and demolish kind of player. She's fun, severe, and exciting, once you get her into melee range. She's vulnerable and not overly interesting at range, but as long as you keep her SS pool stocked, you'll stay alive long enough to decimate your opponent. She's so fun once she gets into sword range (I really do love her).
The Judge is basically like having a second master on the board...he's tough to kill, and he dishes the pain.
Just my opinion though; if you tend to be a ranged played, Lady J and friends aren't for you. If you're interested in the guild, though, take a look at Perdita and her family or Sonia, Sam, and the Witchling Stalkers. Both can tear it up at ranged.
Welcome aboard to Malifaux, though, whatever you decide!