Warmaster includes 25 army lists: Achaemenid Persian, Alexandrian Greek, Assyrian, Briton, Carthaginian, Dacian, Early Byzantine, Egyptian, Gallic, German, Greek, Hittite, Homeric, Hun, Imperial Roman, Indian, Late Achaemenid Persian, Late Roman, Norman, Norse, Parthian, Republican Roman, Sassanid Persian, Saxon, Successor
There are also some on-line:http://homepage.ntlworld.com/l.priestley/index.htm
You only need the supplements if the armies you want aren't covered. It also has a separate page here (as does HC):viewforum.php?f=29
However, Warhammer Historical have now closed down. So you would need to go down the second hand route, eg:http://www.ebay.co.uk/sch/i.html?_nkw=w ... m270.l1313
Hail Caesar has little in the way of lists at the moment, but there are due out next month I think: http://store.warlordgames.com/hail-caes ... 7121-p.asp
HC seems to be on the up an' up, but if it's just for games for within your family, then warmaster might be a cheaper solution (if you can source a copy).