A few personal observations:
-my beloved Men Shen is very expensive
I haven't played as Capellan yet, as I'm still in the planning and painting phase for my forces. On the Men Shen--it benefits from the MASC rules in Alpha Strike where the MASC gets baked into your base movement. That means it goes from TMM 2 (reasonable price) to TMM 3 (getting spendy). On top of that, you have nice damage bands (4/4/1 is good stuff) and 6/3 armor/internals is pretty good for a fast 55 tonner. 16" of move is nothing to sneeze at: It is going to be faster than all of the heavies and most of the mediums and lights in any given game.
Long story short, the conversion process giveth, and sometimes it taketh away. In the case of the Men Shen, it really gives. And I've found in Alpha Strike, the PV system is really on the money. If something seems expensive, it is almost always for a really good reason.
Hope you enjoy the game, it is really a fun way to play BattleTech and lets you use lots of fun models!