As the Shadow, you have three powerful Minions and eight Nazgûl you can bring into play. The Minions will all bring an additional Action die with them, as well as some very handy special abilities, and the Nazgûl are needed to provide Leadership for the Shadow's troops and to hunt the Fellowship. In this article I will try to discern their best uses and how to utilize their abilities to the max.
War of the Ring: The Minions and Nazgûl
Agents of the Shadow
First let us have a look at the Nazgûl and the three servants of Sauron, and examine their abilities:
Saruman, the Corrupted Wizard, can be brought into play once the Isengard nation is at War. Even though he cannot leave the Orthanc Region, his abilities are extremely powerful and literally essential if you plan to take the land of Rohan by force of arms. When he is in play all the Isengard Elites double as leaders; this means that you can move armies with the Character dice and you will have several re-rolls in Combat without the presence of any Nazgûl.
His other ability is even more powerful: with Saruman in play you can muster either one Isengard Regular in each Free Isengard Settlement (this most often means three Regular units: one in North Dunland, one in South Dunland and one in Orthanc) or you can upgrade (replace) two Regular units with Elite units in Orthanc. This allows you to quickly muster an overwhelming force with which you can launch an unstoppable assault on the plains of Rohan.
The Witch King, The Black Captain, is your most powerful Minion. He has a Leadership of two, can fly as far as you want when you move your Minions and Nazgûl, and every time you play a Combat card in the first round of combat you get to draw a new Event card. This last ability, used properly, will give you a good chance to get all four Character Event cards that allow you to put the Shadow's special tiles in play. The Witch King has one drawback, and that is that all the Free Peoples nations become Active, a thing that sometimes can make you think twice before bringing him into play.
The most important thing to remember about the Mouth of Sauron is just that, to remember him. You can only muster him once the Fellowship has reached Mordor or all the Free Peoples nations are "at War." Many times have I seen the Shadow player simply forget to muster him because all focus is on Frodo and the final leg through Mordor. Once mustered, the Mouth of Sauron is a formidable leader and his ability to change a Muster die into an Army die is extremely useful in the end game, when all chances to steal those final victory points are needed.
The Nazgûl are your leaders and your primary Fellowship hunters, and their greatest ability is their unlimited movement, which allows you to reposition them to the different sieges and fields of battle, or to pave the road in front of the Fellowship to ensure that you get at least one hunt re-roll. They are also needed for many of the Shadow's Combat effects to be effective.
When should the Minions be brought into play to get the most out of them?
The answer to this question is a complex one, since it depends on what overall strategy you intend to use.
If you opt for the military blitz, you will need all the Action dice you can get your hands on. If this is your plan, I suggest that you move Isengard to war and Muster Saruman in the first turn of the game if possible, since you want to overrun Rohan and take Helm's Deep (and Edoras if possible) before Gandalf the White manages to rouse the Ents and force you to garrison Isengard to avoid losing Saruman to the wrath of the Huorns and the Ents.
The second step would be to get the Sauron nation to war and bring in the Witch King; this will Activate all the Free Peoples nations, but when you execute your military blitz, you have to hit so fast that the Free Peoples player will probably not be able to get any nation to War before you attack the Strongholds and Cities you were aiming for. When executing the blitz, the Witch King's primary task should be to lead the armies, together with his fellow Nazgûl, so you always have five re-rolls in the sieges, and as soon as one is won they should fly to the next one. As the Mouth of Sauron becomes eligible for muster, try to put him in a Stronghold from where he can reach a Region where you can put his Leadership ability to good use; his greatest functions however, are to provide his additional Action die and his ability to use a Muster die as an Army die.
The biggest drawback for bringing any of the Minions into play is that with them you also allow the Free Peoples player to bring Gandalf the White into play. This brings me to the complete opposite to the tactics above: the "Late Minion Strategy."
This strategy is all about trying to slow down the Fellowship and using your remaining Action dice to maneuver your armies and lay siege to several Free Peoples Strongholds at once, thereby preventing them from mustering units there. Then, as you have forced the Fellowship to move slowly, by putting several dice in the Hunt box, and are able to strike at the Strongholds, you bring in the Witch King and Saruman for the extra Action dice. This will allow you to strike at the Strongholds as well as continue to hamper the movement of the Fellowship. The Nazgûl have all been used as Fellowship hunters up to the point when the Minions are brought in, and then they too are brought to the sieges for their Leadership.
In the best of cases the Free Peoples player sacrifices Gandalf the Grey early on and is then unable to bring him in to play until you muster your Minions, which will hopefully be too late for the Free Peoples. When you plan your targets I would strongly recommend that you strike at Minas Tirith and the rest of the Gondor settlements (to prevent Strider from being crowned as Aragorn, heir to Isildur) as well as Lorien (to prevent the Fellowship from Healing there, since your early concentration on the Hunt should have resulted in some Corruption to Frodo).
Both these strategies can of course be countered by the Free Peoples player - it wouldn't be much fun otherwise, would it? If faced with a Shadow blitz the Free Peoples player will send the Fellowship flying towards Mordor in an effort either to get there fast, since there won't be many dice in the Hunt box, or to force you to use fewer dice on your military campaign and more on the hunt for the Ring. Your attempt to keep Gandalf the White out of the game by playing "the Late Minion Strategy" can be countered by the Free Peoples player sending some Companions to Activate some Free Peoples nations early in order to get them to war. If you have stopped him from moving the Fellowship more than once per turn, he can use his Action dice to get some Activated nations to war and deter you from striking at them by mustering some troops. This is especially true in the northeast section of the board, where the Woodland Realm and Dale are close together, and their units can be used to protect each other. This might force you to bring in the Minions early to get the extra Action die needed to quickly finish off the activated nations or to change targets.
If you don't feel like going all out in either way, you can always take the middle road: bring in Saruman early for his extra die and to threaten Rohan. Together with the Action card "Wormtongue," Rohan will probably fall quickly. With this approach you can also decide to go heavy or light on the Hunt. And then as you see fit, you can bring in the Witch King when he is needed, and the fact that he Activates all the Free Peoples nations doesn't matter much, since in any case they will be Activated by an attack from you.
The Minions can be used in many ways. Try to find the one that suits your playing style the best and just make sure they aren't killed. If your number of troops attacking a Stronghold diminish fast, don't overcommit and end up with an army consisting of the Witch King, three Nazgûl and only two regular units that are slaughtered as the besieged defenders make an heroic sortie. If the situation looks like it is getting out of hand, call off the attack and use a Character die to reposition the Witch King and the Nazgûl before trying again.