Bilbo and Denethor are the main defenders of the team. Use lore attachments (Self Preservation and Protector of Lórien) to power them up. The one-of Citadel Plate allows Bilbo to survive even more punishment.
The Aragorn deck brings the most questing power, though Glorfindel, Beravor and the Rivendell Minstrels from the other decks can play support. Thalin is invaluable in that it can defeat Eastern Crows, reshuffling them into the encounter deck, which together with the Anduin Banks' effect, can weaken the encounter deck. In the first stage, you can mostly discard any inconvenient cards with the stage's ability.
Northern Tracker and to a far lesser extent Lórien Guide are very important to keep the locations under control. During set-up I immediately got five locations to deal with via some ill-timed surge cards. Secret Paths can be useful to lower your threat raise in the early turns from questing unsuccesfully, which itself is not too bad in the early turns, as you have to reveal less cards.
Keep Aragorn and Legolas ready to deal with any Hunters from Mordor, after feinting or chump-blocking them. Hunters from Mordor, weakened by Thalin, can be killed in one stroke, by a pumped Legolas. Put your Dúnedain Marks and Blade of Gondolin on Legolas, though note that the Hunters are not Orcs.