Despite the fact that I got the game about 6 months ago, I haven't played a proper game yet. It looks like it's best suited to "mass battles" though, rather than some of the classic 1 v. 1 gladiator fights (which makes sense, since it's based on the LotR skirmish rules). I'd think anywhere from a handful of models per side up would be best.
In terms of what to buy, I picked up almost the entire Crusader miniatures range, which is really probably a lot more than you need (I have 24 gladiators in total), but I really like the miniatures and the price is pretty good. Foundry's gladiator range is pretty extensive but as with all things Foundry they're pricey, and coming in 6-packs isn't always that convenient for collecting skirmish miniatures. Anyways, those are the two biggest ranges that I'd look at if I were you. Gripping Beast and Aventine miniatures also have pretty small gladiator ranges, and of course Old Glory has some at a bargain but I'd say slightly lower quality.
EDIT: the one annoying thing about the Crusader packs, IMO, is that they package similar types of gladiators together. A 4-pack will either have 2 variants of one type and two variants of another type, or 3 variants of one type and 1 variant of another type. If you don't want a large-ish collection and only need one retiarius, one secutor, one thraex, etc. etc. then you might be better off carefully selecting one of two of the Foundry packs.