Lady Justice is a pretty powerful gal. She lacks a lot of things as has been pointed out already, namely she has a poor defense and poor casting/spells.
The key is to keep her out of harm's way until she can hit - and she hits hard. However, even this must be eloquently timed and backed up with good cards/soul stones in case you find yourself in a bad situation once the particular fight is over. You don't want Lady J standing alone after her victory. If you can manage for her to be the last figure to activate, you won't have to face any retaliation that turn from a bunch of enemies.
That said, you want soulstones. I use as many soulstones as I need to to make sure my defense flips are higher than whatever they throw at her, so she isn't wounded. Therefore I would leave 4ss on top of her regular 4. This way you'll get the most out of your master.
As for additions, I am not very fond myself themewise of these constructs. For me, her death marshals ought to be fielded simply because they look great, but they'll also provide you a fair amount of options, like pineboxing, for their point value.
I love to take the executioner also. First of all he's an awesome model and second, he'll attract lots of attention (and fire) because of his sheer size. You get the point, he'll draw fire away from Lady J! If you are lacking firepower, you might want to add either Nino (Ortega crew) or Samael (Sonnia's crew), or just keep judge in the set.
Enjoy your first games!!