Because they're abstract and use several figures mounted on a single base to represent huge hordes of troops, you can have entire armies using just a handful o figures. The abstract nature of the rules also means you can make an army based on just about anything you can dream up, like a Dr. Who army.
The premiere resource for HOTT was The Stronghold website which had a bunch of army lists and stuff, but it seems to have gone 404. (Here's a link to the archived copy). If you do play you might want to use these rule tweaks that come from the mailing list:
HOTT is a very well balanced game. There are no uber-elements that are game winners in all circumstances. General opinion, however, is that if there is an elements that's good value for the points it's the Shooter. Likewise Warbands are regarded as a little underpowered.
There is a substantial minority (and a clear majority of the regular contributors to this list) who are using the following modified rules:
Shooters' move in good/bad going reduced to 200 paces
Warbands' move in good/bad going increased to 300 paces.
This makes a surprising difference to the perceived usefulness of the two elements.
And don't worry if you don't have models on hand. You can always play HOTT without miniatures.