hey Adam 
I'm a dwarfs fan too. Prepare to suffer: I have to say that dwarfs aren't so effective in Mordheim. I've played some campaigns and dwarfs tend to suffer in the beginning. The short movement plus the high cost of effective equipments is pretty a killing combo in the early stages of a campaign. They have some pro, of course. They are not easy to kill and they always find at least one piece of wyrdstone but they have only 4 hero and two of them are slayers. Slayers aim for a glorious death and often they reach their purpose :/
That said, I love dwarfs and I'm creating a warband too... 
cheers
Faber
Faber;
We found the same with Dwarf warbands and made up some House Rules to try and counter the Dwarven lack of speed and Heroes.
We have been playtesting an extra Hero choice for them, a Miner, who allows the Dwarf player to set up up to three members, including the Miner, further on to the board (using a variant on the WH40K 'Deep Strike' rules) using the cellars, sewers and Dwarven mining skills to do so.
It seems to work quite well so far and stops the Dwarves always having to plod along slowly, getting to the objectives long after the opposition has been ther, done it, packed up and gone home!
If you (or anyone else!) are interested, I could post them on here for everyone else to have a go at using them and give their opinion on whether they help to balance the Dwarves out....