Cheap and Plentiful Fodder - One of the best reasons to use the Warden as your sponsor, is that he has access to a lot of super inexpensive, and infinitely expendable, Convicts. No one in the known universe is going to miss one of these felons if you decide it is time confound your opponent by making one explode. At a cost of 4 MC for the Con and only 5 MC for a Runner, even with the cost of the explosion you're only talking about 7 or 8 MC - still a great deal!
Well-Rounded Pool - On the whole, even if you are only using Convicts (as I often do), you have a very good pool to pull from to make up your team. Thugs are amazing Guards. Runners are Human Strikers, so 50/50 on each dice for those Skill checks. Scoring and Slamming is what the game is about, and you can make a team of 4 Thugs and 6 Runners if you want and be pretty good at both.
FUN! - Ok, one of the reasons you are going to play the Warden is that he is just plain fun! Using Thugs to crush your opponents, blowing up Cons in the middle of a couple of enemy players, watching the opposing coach's face as you break his Striker's bones, this is why you play the Warden!
"Crush your enemies. See them driven before you. Hear the lamentations of their women." - Conan the Barbarian (paraphrased from Genghis Khan)
Be the Better Man - It is hard to make an elite team with easy Scoring power using the Warden, the Warden specializes in brutality. With a Kalyshi Striker or a Yndij Reaver completely out of your reach, the only top-of-the-line player available to him is the Jetari SL-22 "Thrower". The problem with the "Thrower" is that with so many options for cheap troops, you are going to want more players rather than "good" ones.
Variety is the Spice of Life - You just aren't going to be playing a wide variety of players. I mean, you can, but you won't. Sure, you might have a couple of Zees, or a "Thrower", or the Spinpede, but you are going to have mostly Convicts on the pitch for you.
One of my favorite option for the Warden, I have spoken about before on the blog, I call it Speed Freaks and Roid Rage. It consists of entirely Convicts, mostly Runners and Thugs, to maximize the potential of each. You could go with something different, and I am certain some interesting choices will eventually become available for the Warden, but for right now, it is all about configurations of Convicts. So, just do it, and have fun!