I think there's a Wood Elves DLC now, but at $18.99 I'd probably just look for a sale on WHII where both High and Dark Elves are playable.

Dwarves and Chaos Warriors would be a crazy alliance! I've heard mention of "Chaos Dwarves", but take it that's from the lore or other games and hasn't made it into a TW game so far.
I don't know if multiplayer has campaign options, or if you're just duking it out for world conquest.

I thought maybe I'd try Orcs next for something totally different, but it does seem like a challenging faction to play. Once I got the basics of public order figured out and locked down in my realm, there hasn't been much management of it needed for Dwarves, and having other dwarves all around me who are reliable for non-aggression pacts and trading partners has kept me from being attacked on all sides, as long as I refuse their demands to go to war with whoever they share borders with. Having bad orc neighbors, unruly orc citizens, and then dealing with the "fightiness" mechanic that seems pretty unforgiving would be a tough slog.

Chaos Warriors could be interesting with their lack of permanent settlements, or the Norsca who have some settlements, but still seem to depend on a raiding economy.

I still haven't really figured out the annexing part. Getting to that point though, where I have a settlement or two in neighboring provinces and would like to take the rest from my dwarven allies, but don't really look forward to a dwarf v dwarf grudge match while there's still greenskins about. Also a bit concerned about the economic impact of consuming my trade partners, but I just took a port city over and am starting up diplomacy with a couple of factions of the empire. So hopefully that'll balance things out.

I'm definitely at the point of having to worry about over-extending. Learned the hard way when Grimgor returned and bee-lined towards my one wall-less settlement. I'd thought it more or less safely tucked away in the middle, with a full army nearby. But got distracted by Beastmen for a turn too long, and he slipped through a mountain pass I didn't see and my army showed up 1 turn too late to prevent the settlement getting sacked back to level II. Of course that means leaving armies parked at or near new settlements while they get built up, or favoring walls over growth or economic choices, and growth can be pretty slow going when I only hold 1 settlement in a province. I'm eager to take the fight to the orcs finally, but can see that going wrong pretty quickly until I get more of my neighborhood locked down.