Gildor is a very solid glue/splash hero - he is threat efficient for his stats, third lowest threat leadership hero, and brings a useful ability that is broadly applicable. He won't be one you build a deck around, but rarely will you find he isn't useful during the game.
I could probably leave the review there and have fairly accurately summed him up - that's what good glue heroes do, they just exist in a solid place and allow you to splash a different sphere without fundamentally changing the nature of your deck. Gildor is an excellent example of this idea in practice, so let's have a look at why.

His 3 for only 9 in Leadership means he's cheap to throw in but will contribute meaningfully to questing. For any deck that wants to splash in some key cards - say Steward or Armored Destrier or Faramir - he's an excellent choice to fill the questor role, especially given he's only 9 threat. There are only a handful of heroes that are less than 10 and also more than 2 , and only Sam exists in that space as a competitor in Leadership. Sam works best though when you build around him, or at least build to his strengths (low threat), where Gildor doesn't need anything else to feel like you're getting the most out of him.

Gildor's card draw ability also means you don't need to worry about having enough Leadership cards in the deck to maintain decent sphere balance - only put in what you want and if you don't have any you can or need to play that turn, draw a card to go find them. It's expensive long term if you plan around using it every turn and having Leadership cards you want to play consistently, but when used opportunistically it is useful to increase the number of cards to play with your other spheres.

The Noldor and Noble traits are also useful - Light of Valinor will drop right onto him and you can get some value out of his 2 , and you can maximise that with a Valiant Sword or the different Elven Weapons. He can have Steed of Imladris as well which synergises nicely with his card draw ability, enabling you to get rid of any extra uniques or cards you don't need at a particular point in time.
He also enables playing of the Noldor events Elrond's Counsel, Lembas, or Revealed in Wrath, all of which are powerful but aren't in sphere so may not get often thought of with him.

He doesn't have huge weaknesses -you really don't want him defending or taking archery damage as 1 and 3 ensures he's not doing it for long. The ongoing expense of the draw ability means if you're relying on paying for Leadership cards you also need to bring resource acceleration for him, or not using the draw as often. I found early I would rely on his draw and then not have resources to pay for things, and get myself into trouble, but changing the balance of spheres and/or having the free resource acceleration events helped that immensely.
He also precludes playing of his ally version which never impacted me but something to consider. Side note -

So where does he work best, and what might be useful to take with him?

Forth, The Three Hunters! is a good fit if you want to maximise his card draw - the natural reduction by the contract frees up resources to use his draw, and his draw helps find those restricted attachments to enable flipping the contract. Steed of Imladris and Celebrían's Stone are my go to attachments for him with the contract.

Tighten Our Belts has worked decently as well - it essentially replaces itself and gives you two additional resources on your other heroes. Legacy of Númenor works similarly though costs threat, but Gildor being Noldor enables Elrond's Counsel which can lessen the sting somewhat. Steward allows him to use his draw every turn, but I often found as the splash hero I'd rather have it on my other heroes to pay for the cards more crucial to the core idea of the deck. Errand-rider works well here to balance resources, but that's true of every multi-sphere setup, although it is in sphere for Gildor.

Arwen Undómiel is also a good partner for a quest focused deck - she discards cards for resources, he pays resources for cards. It isn't hard to churn through your deck with both in play, especially when you find the first Elven-light.