I have always loved reading H. P. Lovecraft, especially his Cthulhu mythos and when Horrorclix first introduced them, I had to get at least 1 copy of each model and rev.
For the gamer who wants to field a pure Cthulhu army there are some distinct disadvantages. One is the relatively small number of Cthulhu members to choose from. Two is the number available in it's cabal (4). Three is the cost of the figures, which is a bit more higher than normal. And four, there are not that many if none at all, plot twists that specifically give advantages too Cthuhlu or its cabal class.
Now for some good points. If you are the type of person who likes to see his opponent squirm when he cant control his powerful monster, Cthulhu class monsters are for you. Even though I don't have it in this army, the Mi-Go has Possession and Shoggoth has Insanity. The Avatar and Shoggoth are both powerful centerpieces in their own right and the Deep One V is a pretty good brawler on its own. The Brine Witch V I use in conjunction with the plot twist Matrix of R'lyeh to get one of my more powerful monsters out of harms way. Shoggoth also has a movement of 8 which can be useful to get a victim your opponent couldn't reach or he could race ahead and get to a spot to deny an area from your opponent.
As far as a crypt build for this army, like I stated before, there is not a whole lot geared toward this type of army. other than Matrix of R'Lyeh, whichever ones you prefer to use would be the norm( either denial of victims or movement of victims). You don't need any special victims either. Either male or female, it really does not matter. So if you want to give your opponent a little headache (pun intended) give this army a whirl.