On Skeleton Warriors:
Swords and Shields work fine if you deploy / move them in 2 ranks. That widens the unit, but lets you cover more ground. Wide units are very VERY succeptible to being flanked by 2 units, even small ones, so beware.
Having 3x10 unit with Spears is much more manageable in size, can defend well and charge the same, and tackle much smaller sized enemies without being too disperse to break the Unit's coherency when piling-in to attack (remember you can't if that movement would break the 1'' distance between all unit's members).
Now, to upgrade your army, consider going for either a:
- Toolbox army, with lots of different units (the ones you like the most), then a Vampire Lord hero should be your choice to go. Either on foot, on a horse or with wings should do. Position him wisely, because he/she isn't as tanky as other heroes. Vampire Lord on a Zombie Dragon is a powerful general, albeit costly in points.
- Specific army, say Deathrattle, then you should really get Wight Kings (both with Black Axe and with the Infernal Standard). A necromancer is a must in an army like this, so save up for one as well!
Deadwalkers are still not really powerful, and going for Flesh-Eaters will require you to basically buy all of them to get started.
Finally, Hexwraiths, Banshees and all ghosts in general are nice to include as support of your other troops. I've had a really good experience with my Banshees screaming and striking at the heart of other heroes, but that is just a personal opinion.
If you really want a brutal Nighthaunt, then get a Mounrgul!! one of the tankiest creatures we have, and brutal in combat.