They're definitely tougher to play well. Like Deadborder said, it takes some damage to get them to their best spot on the dial, but it's usually worth it. Some of my favorite units are the Mortar Squads, simply the most accurate arty infantry in the game. If you put the arty marker under the center dot of your target enemy unit, on your best click on the dial you only need to roll a 5 or better on 3d6 to hit the target for 2 damage. Not to mention, with a 22" range, they're some of the longest ranged arty infantry in the game.
Here's a list of the SW units that I think are most useful:
Mechs:
* Thunder Fox (park it in hindering terrain for a total +4 defensive modifier)
* Blade (fast, good combos without gear, easy to prime)
* Geoff Bekker - Kodiak (just a beast, can use streaks to get to prime)
* Seka Ward - Mad Cat II (tough, high attack, can use command to prime)
* Inova Wolf - Mad Cat II (heavy hitting)
* Jeni Wolf - Sun Cobra (cheap heavy hitter, electronic countermeasures work well in urban terrain)
* Cougar (cheap way to get heavy streaks damage out there with IT)
* Arbalest (same as Cougar, but cheaper and minus the IT, but adds electronic countermeasures)
* Shin Wolf - Uller (pre-AOD it's a cheap way to get 4 armor piercing out there, but defense doesn't stand up so well anymore)
* ConstructionMech Mk II (can close combat for 4 damage, has hand-to-hand attack, cheap)
* Yulri Wolf - Blackhawk (16" used to be tied for longest sniper in the game, but still good with 3 armor piercing)
* Sadia Wolf - Catapult (16" range, highest natural attack, 12, kinda wonky dial but she gains alpha strike near the end for some last hurrah high damage attacks)
* Kriya Wolf - Tundra Wolf (good combo of range, high damage, jump jets, armor, and single-use equipment to help you prime, probably the best SW mech to learn on)
* ForestryMech MOD (long range ballistic, armor piercing, 4 damage, camo, decent defense and attack, best to park it in the edge of hindering and fire out)
Vehicles:
* Scimitar Mk II (fast speed, infiltrate primes it, evade, 360° front arc <--big deal for vehicles to have, best used for VC3 and harassing)
* SM1 Tank Destroyer (high armor piercing damage, cheap, good speed, just remember name & don't chase mechs except in attack formations)
* Demon Medium Tank (infiltrate to prime, decent speed, 360° arc, cheap, long life, good for VC3)
* JES II Missile Carrier (long range, big damage streaks, long dial, good defense, but slow, best used defensively)
* Behemoth II Tank (the early front-line tank, long life, camo, tracked, armor, armor piercing, high damage, 360° arc)
* Lisabet Wolf - Scimitar Mk II (same as Scimitar Mk II, but little bit longer life, plus 2 clicks of single-use repair)
* Maxim Mk II (cheap 3-cap hover transport, med speed, longer dial)
* JES III Missile Carrier (little brother version of JES II, same range, less damage, cheaper, good as escorts & formation members to a JES II)
* JI100 Recovery Vehicle (hearty repair vehicle, actually does damage and can defend itself some, very cheap)
* Mikos Wolf - Maxim Mk II (better Maxim)
* Padilla Arty Tank (armor piercing, pretty accurate, good range, 2 targets)
* J-37 Ordinance Transport (best combo of repair, 3-cap transport, infiltrate to prime, but has low defense)
* Po II Heavy Tank (long range, armor piercing, 360° front arc, cheap, tracked, works well in groups)
* MHI Crane Heavy Transport (2-cap, fast, good for dropping BA)
* Arrow IV Arty Tank (2 targets, very accurate, 2 damage, easy to prime, good range, tracked)
* JI2A1 Attack APC (med speed, hover, repair, 1-cap, 360° arc)
* DI Morgan Assault Tank (infiltrate, tracked, IT, evade, heavy armor, 360° arc, shorter range though)
* MHI Hawk Moth (good speed, armor piercing, easy to prime, good range and attack)
Infantry:
*Standard Foot (cheap Bypass, but only useful if you plan on capturing an enemy and then taking it over)
* Clan Battle Armor, aka CBA (fast, good range, energy attack, jump jets, cheap)
* Tora's Unruly Mob (great as point filler, hard to prime, long life, cheap)
* Tora's Zephyr (very fast, hover, evade, armor piercing once primed, good range, cheap)
* Tora's Claw (armor piercing, easy to prime, long range, jump jets, fast, long life)
* Fenrir BA (good range, armor piercing, 270° arc, cheap, fast)
* Trike Squad (infiltrate, easy to prime, armor piercing, evade, short life, cheap, IT, good range)
* SRM Launcher (not SRM Battery)(armor piercing, camo, IT, good range, 360° arc, very slow, needs transport or defensive use, cheap)
* Minigun Cycle (cheap, fast, useful in packs for VC3, short life, good range, anti-personnel)
* Mortar Squad (see up top)
* PAL Suit (evade, armor piercing, reactive armor, good range)
* Undine BA (long range, aquatic, armor piercing)
Then there's also the fact that the Steel Wolves were assumed to be absorbed/allied with Clan Wolf, so Clan Wolf and Steel Wolves units can be used interchangeably in formations and armies. So I'll go and add those as well
Mechs:
* Thor (extra long range, armor piercing, high attack, jump jets)
* Griffin (extra long range high damage energy damage, jump jets, steady dial)
* Vulture Mk IV (easy to prime, long range energy and ballistic, armor piercing high damage)
* Mad Cat Mk IV (PPC capacitor, long range energy, 360° arc)
* Marauder IIC (long range energy, extra long range ballistic, high defense, jump jets, armor piercing, expensive)
* Wulfen "Gray Hunter" (fast, easy to prime, infiltrate, evade, anti-personnel)
* Warwolf "Reaver" (armor piercing, long and extra long ballistic, jump jets, advanced AMS, TSM for speed)
* Wulfen "Marrow" (fast, decoy, evade, agility, tough to prime, extra long ballistic)
* Crimson Hawk "Forgiven" (jump jets, heavy armor, high damage energy, agility, hand to hand weapon)
* Violator " Cleaver" (cheap, armor piercing, easy to prime, rapid strike, TSM on speed and melee weapon)
* Black Knight "Hot Seat" (long range, moderate damage, pulse, long life)
* Warwolf "Fell" (extra long ballistic, homing beacon, jump jets, reactive armor then adv AMS, TSM for speed)
* Warwolf "Vindicated" (extra long ballistic, jump jets, Art IV, reactive armor then adv AMS, TSM for speed) (note: this was a prize piece that wasn't officially released, but copies got out anyways, hard to find)
* Griffin "Stiletto" (non-berserker dial, armor piercing, jump jets, high damage, good defense)
* Warwolf "Slayer" (extra long ballistic with streaks, higher damage shorter weapon, reactive armor then adv AMS, TSM for speed)