I really like Asfaloth, especially paired with Glorfindel.
Having tried Galadriel, I must say she is very thematic as well. She is a powerful presence, but does not charge into battle herself. I think we'll have many thematic cards in the new cycle.
Most of the cards are a nice blending of theme and mechanics.I think the design team has done a really nice job with the game actually. Most card games feel like the mechanics all came first, then the theme came later but I feel like this one is different.
I haven't tried all the LCG's but Game of the Thrones, Call of Cthulhu and Warhammer all feel like they're mechanics first, and then fluff. It's probably a subjective thing though.
I totally agree with the above. I used to play Magic, and though it was not a bad game, the theme was not there for me. It was all over the place -- but I understand it all comes from a very different source. For me, Tolkien means a lot, and the game seems to represent the spirit very well (with some exceptions which are to be expected in the scope).