Simple question really, i'm looking at a small force, only 2 warbands big, i have 35pts left to spend, what should i invest in out of Gollum, a bat swarm, or a warg marauder?

Baaaaaaaaaaaaat swaaaaaaaaaaaaaaarm!

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Depends what else is in the list.

Gollum, extra warband and fun.

Agreed that the rest of the list will probably help define the answer.

Bat Swarms are very effective support units in many ways. I would typically suggest them over a small amount of cavalry.

But having an Independent Hero (I believe Gollum is...please correct me if I'm wrong) can be useful for forcing deployments. Putting down an IH and forcing your opponent to commit two real Warbands for just one of yours can be very helpful as well.

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Bat swarms are incredibly useful, whether you want to pair with a troll and go Glorfindel-hunting; use as an archery screen for Gulavar; enraged by Druzhag; or even in a pinch to plug a hole and hold off some attackers. Their large number of wounds means they are survivable even if they lose a fight (only F4+ can beat them), or if they take a hit from being Enraged.

Choose Gollum, precious! Pick uss! We can be tricksy and sneaky, and strangle, yes precious!

I can't remember what Warg Marauders do, but they can pack a punch if you use them alongside other mounted/fast beasties. Bat Swarms provide an annoyance for foes, better for sending off to contest a far-away objective near the end of the game or being a screen for your heroes/monsters. Depends on your army, strategy and whether you're going by a theme, really.

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What are you expecting to go up against? If you expect the enemy to have a lot of archery, or high-fight heroes/monsters then gollum is a very solid choice. On top of that he can be a real pain in the butt to catch if there's some objective that requires you to grab an item and carry it away, for once an invisible gollum has it and moves his full movement every turn, people are very unlikely to make their courage tests to charge him from a distance.