For Immortals (the few times I do use them, preferably Pyrrhian Eternals, if I can manage to get Anrakyr in the army), I always keep them in squads of 10, Tesla, and lead by ResOrb Lords.
I primarily use them to menace enemy held objectives, or to take on non-CC specialized units.

For Warriors, I’m kinda split.
I used to run them in big blocks of 15-20, lead by a ResOrb carrier (some times a Phaeron, for extra relentless fun), with a Ghost Ark or two floating along side the unit to provide cover/support, and to repair fallen tin men. This was used Old’Cron style, simply marching across the field mowing anything in their way down.
However, now I tend to favor small units of 5 joined by one or two Lance-teks. This lets me maximize my target acquisition with several of those 36″ S8 AP2 shots spread across the board, but it doesn’t do much in the way of objective control.

How about you guys?
What do you favor?