They are very interesting in my opinion. Lannisters can have good defense but they lack stoic troops against panic and morale (outside Guard Captains), and these are rock solid.
1. Need a unit to put Tywin Lannister in? This unit will be "The Rock" to impart Lannister Supremacy from.
2. Never found a use for "The Hound" as an attachment? This is a great unit for him. The hound's fury is not a voluntary effect, the choice is mandatory so you CAN combine this with faith tokens, leading the Warrior's Sons to a potential of 7 dice a 2+ to hit, with sundering and vicious (!). This unit also become affiliated with House Clegane, so if you have The Mountain has your commander, it can benefit even more from his tactic cards. Even if you have the High Sparrow as your commander, his tactic cards will heal the self-inflicted wounds in addition to granting more faith tokens.
3. Obviously the elite unit for the High Sparrow, as they almost automatically gain the maximum bonus from his cards.
It's weaknesses is that early in the game it doesn't have faith to gain that +1 save, and its attack dice goes down very fast as they loose that first rank. To me, it indicates that this unit will require some form of healing, to extend its impact in the game. It's also 8pts + any attachments, so they are quite the investment.
Lastly, i am highly pleased so far with these new releases, because it seems that this game is resilient to power creep (crossing fingers, touching godswood)