I just jumped on the Arkham bandwagon last week and have been through two mostly-games so far -- both times we had to call on account of length, but it's been a good experience.
In Michael's (the gangster's) defense, since he starts with a tommy gun, you can park his slider on 3 Fight/4 Will and do pretty well for yourself, especially if you manage to snag a good skill/ally card or two. And again admitting my inexperience, but he seems like absolutely the best monster killer to have on hand when Ithaqua is the Ancient One, since he can end turns in the streets (ie where the monsters are) without automatically taking stamina damage.