Well, all depends on where they're going to be fighting. In there 'cave,' then yeah go rocky/misty. Though if they're fight out in Middle Earth, along side Allies, then base them per the Allied contingent. You could go as far as making it exactly like their allies, but make the vegetation ...dead. As if their presence leeched the life out of em.
Or, go all out and make their bases fit their ghostly nature. Like having them phase in/out/through objects. I currently have a few literally going through a handful of orcs/urak-hai and even some Easterlings.
Even a few going through rocks, a fence, I have a arm "swinging" through a tree (kinda neat) and 2 rising up from the ground. They are ghost after all. They don't have a "mass." All it takes is to make sure you snip out/off the area/section being phased, if you just cut it in half where its phasing you'll end up with a really long figure.
