Lancer. On its own, the Lancer is a dinky unit. Less speed than a Cryx bonejack, hit power equal to some infantry units, there's really only one reason to take the Lancer with you into combat, and that reason is that it fucks up other 'jacks*. A lot of people focus on the weapons a model has in WarmaHordes, which is pretty standard reasoning. Obviously, you're going to be concerned about that thing that's poking your units to death.
However, this thought process will get you thoroughly messed up coming against a Lancer, who has a Shock Shield. Every time the shield remains non-crippled and the Lancer takes a hit? That's a box off your opponent's 'jack's Cortex. Every time it hits with the shield? Another box off the cortex. Loaded with focus, a Lancer can permanently hamstring the capabilities of an enemy warjack every turn. And this is an ability only 'jacks from Cygnar possess. Used with the base-box Stryker1's disruption abilities, you can effectively neuter two different jacks in one turn.
It should be noted that the Lancer also comes with an arc node, which can come into some use during battle, but if your Lancer is using his Shock Shield engaged in b2b, remember he can't be used to channel anything.
*Warbeasts do not have Cortex boxes, and therefore the only reason to bring a Lancer into battle with them is for its arc node which, as stated above, has limited functionality.