Now that you have Valkyrie, any legendary (or mythic) using blue could make a good basis for a team. Something like:
Archon Statue or Gorgotha (tank, if traited to Stoneskin/Granite Skin)
Blue-using legendary (Crimson Bat, Queen Mab, Emperor Khorvash for example)
Could make an interesting team. Not all blue using legendaries are good but a lot of them are.
Also, on the epics side, Rowanne is a known good combination with Valkyrie (though probably better the more kingdom stats you have unlocked, otherwise combine with Templar and/or The Devoted for armor buffs).
As a final note, the same idea applies to the other anything to x converters (Apothecary, Hellcat, Alchemist, Green Seer and Giant Spider) together with a good legendary of their color, but these converters do not generate souls and Valkyrie still does.