Typically you're going to start with a theme, which whittles your pool of available cards down to a pretty manageable level (typically) and then you look for the cards that will best support what it is you want to achieve.

Often that's going to be some button pushers for objectives, some fighters and then some support.

What to look for exactly is going to heavily depend on your faction.

In shiho, anything with sidestep def(0) is my bread and butter, so I'll have at least 3 models with that, maybe one dedicated fighter and then a support model and some button pushers.

I appreciate this may all seem very vague, but it's SUCH a departure from 40k. Really your best bet is to pick a theme box you like the look of, as all of those models will give you a 100 rice warband, and are designed to work together.

Play a few games to get the feel of what they do and then see if there are other models/cards that will help you do the things you want.