Well, you could certainly go for a classic speed nuke team with high khatun/big'un/warmaiden. However, with your lineup, i'd probably aim for a survival team (more out of personal preference than anything, but you do have some solid champs). Scyll and bad-el are shoo-ins, but after that you have a number of options depending on how you want to tailor it. 

• High khatun is always a contender, but if you're planning to run a nuker in tag team arena she'll be needed for that. 
• Scullcrusher and vergis both offer ally protection, with scullcrusher helping your offense while vergis is just impossible to kill. 
• Lightsworn and thenasil both have def buffs and offer pseudo-revive and tertiary healing respectively. 
• Running multiple revivers is always valuable, though your options there are not great unfortunately. Reliquary tender is probably your strongest choice along that route with her a2 debuff removal, but fang cleric could also work if you really want a speed aura.
• Any hero in shield gear will do a lot to ensure your team survives the first round, which is often what determines the outcome of the match. With your collection, i would likely look at klodd. He's an hp champion so his base hp is quite high and its his primary stat focus even if he weren't in a shield set, plus his a3 is quite solid.
• Obviously, all of those are focused around a purely defensive team, which is great, but not always necessary. You could easily pick three support champs and a single damage dealer. Mountain king is probably the best choice, since with this type of setup i've found its better to hit one thing really, really hard rather than hit four things fairly hard like big'un would, but both are good picks. 

I'd just keep it simple and go HK, Warmaiden, Big'Un and Mountain King, ideally with MK in a shield set so you can still win some battles in which you lose the speed race. 

Thank you both for your advice! 

I do wish I had better revivers for sure, but I always get caught between building for a speed team and building for defense. 

I used to have MK in a shield set, but the stats just weren't the best for him otherwise.