All wargames have combos--WM just kicks it up a notch.
Any theme list is going to be harder for a new player to start with, as you're limited with your force choices.
Kara's may be a bit more forgiving because she's such a shooter.
Though if you're going to go deep into the tier with Kara, you're not going to get much out of your gun mages.
Caine (cygnar) and Ashlynn (merc) are the two warcasters who's tiers pimp out the gun mages.
I think Caine actually works better with gun mages, as he can give them snipe, allowing them to free up their rune shot choice with either the thunderbolt or brutal shot options.
Ashlynn's tier list lets her take gun mages as merc units, so it opens up the field a bit more to non-arcane gun mage options.
It all really depends on what faction you like more, and what model you're drawn to. (Kara kicks severe arse, btw. That boomstick of hers hurts!)
You'll really only get 1 gun mage unit in a 35pt Kara tier if you're going all the way to T4.