Any suggestions to improve this. It's a really rough build.

Heroes (3)

1x Gandalf (The Road Darkens)
1x Glorfindel (Foundations of Stone)
1x Elrond (Shadow and Flame)

Allies (15)

2x Bilbo Baggins (The Road Darkens)
1x Prince Imrahil (The Flame of the West)
1x Elladan (The Mountain of Fire)
1x Elrohir (The Mountain of Fire)
2x Northern Tracker (Core Set)
3x Daughter of the Nimrodel (Core Set)
1x Henamarth Riversong (Core Set)
2x Miner of the Iron Hills (Core Set)
1x Haldir of Lórien (A Journey to Rhosgobel)
1x Gildor Inglorion (The Hills of Emyn Muil)
2x Arwen Undómiel (The Watcher in the Water)
3x Warden of Healing (The Long Dark)
1x Imladris Stargazer (Foundations of Stone)
2x Master of the Forge (Shadow and Flame)
3x Ethir Swordsman (The Steward's Fear)

Attachments (13)

1x Narya (The Grey Havens)
1x Magic Ring (The Crossings of Poros)
1x Necklace of Girion (The Wilds of Rhovanion)
1x Thror's Map (Over Hill and Under Hill)
3x Expert Treasure-hunter (On the Doorstep)
2x Gandalf's Staff (The Road Darkens)
1x Wizard Pipe (The Road Darkens)
1x Shadowfax (The Treason of Saruman)
1x Unexpected Courage (Core Set)
2x Self Preservation (Core Set)
3x A Burning Brand (Conflict at the Carrock)
3x Light of Valinor (Foundations of Stone)
1x Vilya (Shadow and Flame)

Events (6)

3x Flight to the Sea (The Crossings of Poros)
3x Flame of Anor (The Road Darkens)
2x The Galadhrim's Greeting (Core Set)
2x Hasty Stroke (Core Set)
2x A Test of Will (Core Set)

I think Rouxxor has a pretty good build of this if you search him on ringsdb.com.

I can come directly to show my builds :).

Multiplayer version: http://ringsdb.com/deck/view/43448

Vilya for my most powerful multiplayer deck

Main Deck

Hero (3)
Elrond (Shadow and Flame)
Gandalf (The Road Darkens)
Glorfindel (Foundations of Stone)

Ally (18)
2x Arwen Undómiel (The Watcher in the Water)
1x Beorn (Core Set)
1x Bilbo Baggins (The Road Darkens)
1x Boromir (The Road Darkens)
3x Envoy of Pelargir (Heirs of Númenor)
1x Firyal (The Mûmakil)
1x Gimli (The Treason of Saruman)
3x Imladris Stargazer (Foundations of Stone)
1x Jubayr (The Mûmakil)
1x Quickbeam (The Treason of Saruman)
3x Warden of Healing (The Long Dark)

Attachment (14)
1x Asfaloth (Foundations of Stone)
2x Gandalf's Staff (The Road Darkens)
3x Light of Valinor (Foundations of Stone)
1x Magic Ring (The Crossings of Poros)
3x Unexpected Courage (Core Set)
3x Vilya (Shadow and Flame)
1x Wizard Pipe (The Road Darkens)

Event (17)
3x A Test of Will (Core Set)
3x Daeron's Runes (Foundations of Stone)
2x Deep Knowledge (The Voice of Isengard)
3x Elrond's Counsel (The Watcher in the Water)
3x Hasty Stroke (Core Set)
3x The Galadhrim's Greeting (Core Set)

Player Side Quest (1)
1x Double Back (Escape from Mount Gram)

3 Heroes, 50 Cards

Solo version: http://ringsdb.com/deck/view/43432

Vilya for the strongest solo deck I know

Main Deck

Hero (3)
Arwen Undómiel (The Dread Realm)
Elrond (Shadow and Flame)
Gandalf (The Road Darkens)

Ally (20)
1x Beorn (Core Set)
1x Bilbo Baggins (The Road Darkens)
1x Boromir (The Road Darkens)
1x Elfhelm (The Dead Marshes)
3x Envoy of Pelargir (Heirs of Númenor)
1x Firyal (The Mûmakil)
1x Gildor Inglorion (The Hills of Emyn Muil)
1x Glorfindel (Flight of the Stormcaller)
1x Henamarth Riversong (Core Set)
3x Imladris Stargazer (Foundations of Stone)
1x Jubayr (The Mûmakil)
1x Mablung (The Land of Shadow)
1x Quickbeam (The Treason of Saruman)
2x Warden of Healing (The Long Dark)
1x Yazan (The Mûmakil)

Attachment (16)
3x Gandalf's Staff (The Road Darkens)
3x Light of Valinor (Foundations of Stone)
2x Steward of Gondor (Core Set)
3x Unexpected Courage (Core Set)
3x Vilya (Shadow and Flame)
2x Wizard Pipe (The Road Darkens)

Event (14)
3x A Test of Will (Core Set)
3x Daeron's Runes (Foundations of Stone)
3x Elrond's Counsel (The Watcher in the Water)
2x Hasty Stroke (Core Set)
3x The Galadhrim's Greeting (Core Set)

3 Heroes, 50 Cards

I found those two decks to be the deck I can play in their category. It is a highly versatile decks (able to heal, deal with threath, cancel shadow, cancel treachery, deal with the top card of the deck, deal with the top card of the encounter deck, clean location for multiplayer version, have many stats in both allies and heroes and many trix for special quest). It only weakness is a high starting threat, problematic in few scenario (but in other hand it can reduce threat by a lot quite quickly) and it can't explode and deal with many enemies on the first turns like a few decks know to do (manly outlands and dwarf).

About the choice of the card I play many allies with cool abilities. Some are here only to be played with vilya and most can be cool either by vilya or payed for two resources. They all have a great capacity on their own, so even on the beginning of the game I have a great gain by playing any of them them. They all have great stats except for warden of healing, who can heal 2 damage on two targets, best heal in the game so we don't need any more healing and imladris stargazer who is a card very important to ensure you to have the best chance to draw vilya each game. When a game go right you don't need imladris until turn 4 or 5 and playing 3 seem too much but on the other hand some hand are crappy without her.

For example miner of the iron hills or northern tracker have only an "okay" ability without stats so they aren't not good enough.

Attachments are here to ready your big heroes (allowing them to quest without exhausting is the same), add resources or play with the top card of the deck.
expert treasure-hunter is really not necessary. With Gandalf, vilya and stargazer we go really deep in our deck really quickly. What the point to draw a card when you can play it directly from the top?
It have been a while since I saw a self preservation in an modern decklist. Warden of healing is a healing warmachine, it is enough on it own. If you want more healing include 1 Ioreth, it will be far better than self preservation.
I dislike Burning brand in this deck for many reasons: first it is because we have hard time to keep Elrond to block (more useful both for vilya or for questing) or to put it in Gandalf (who is also better to quest than to block), second because we enjoy a lot to block with Jubayr, Boromir and/or Beorn, third because many small attack can be let undefended since we have a high potential of healing, fourth because we have many other more efficient way to remove shadow cards (jubayr and gandalf staff, hasty stroke can be played from the top more easily since it is an event and is useful anywhere on the table).
1 Vilya? Surprising. I name the deck after it. I mulligan almost every time I don't have it in hand. You play as much high cost card as me so it is supposed to be your key card.

I will never play Flight to the Sea because I play many one or two players game, some three players and never at 4 players. So it take a long time to those kind of cards to came out. If you play at 4 player it would be worth it.
I play flame or arnor for a long time in the deck. It look like what the deck need: a way to kill an enemy in the turn 1 for small cost, allowing us to gain enough time to put the many cards we have in play and be indestructible after that. But it wasn't working as intended: we have too many small cards in the deck, it wasn't enough to kill the enemy, etc... It is still a card I keep in my sideboard in multiplayer if my partner are worse than me for fight but it is not among the best 50 cards to me.

I've built a deck mostly based on your solo build (with a few changes for only having one core set) and I'll try using it. Thanks for the suggestion

After switching to a variation on the multi-player version I used it in a four-player try of the first three quests of the LOTR saga (Shadow. Old Forest and Barrow Downs). Things went fairly well and the healing buffs were clutch. All in all, it's a ridiculous deck in four-player.