Yeah, if the gang you play with is OK with amazons, then go with them. Although I could never figure out how they wound up in Mordheim. Still...
I have played Sisters of Sigmar on several occasions, and quite like them (and the models are very nice too). As with all warband, go with the maximum number of starting heroes (five, in this case), and buy them decent kit. The Sigmarite hammers are very nice, as are the whips. Don't go too overboard - you want to buy some hench-sisters too. I generally buy the more experienced hench-sisters.