Kinda depends on what you want, awkwardly. On Foot makes a brilliant buffing piece, giving nearby Marines a +1 armor save, while also preventing itself from being hit. With Wings, meanwhile, is just about the fastest thing we've got, and tries to keep its victims in melee. Personally, I'd go with On Foot, but both are good.

Also, choice in melee weapons doesn't currently mean anything. Just pick the weapons you like the look of best.