You don't *need* a bless, but certainly Vans and Valkyries are worthy candidates for one.
I'll give you the setup I just used in a blitz today, for what its worth.
I took a Red Dragon, and gave him Fire 9. Fire 9 is a very nice blessing for Vans and Valks - they have quite good combat stats, and their built-in glamour makes them hard to hit - Fire 9 ensures that they themselves hit hard, and can also hit things which are etherial. A lot of pretenders and other sorts of SC count on buffing spells before going into combat. Nothing ruins such an SC's day quite like a number of Fire 9 Valkyries. The point is that the Valks fly, and can interrupt the buffing process.
Scales were as follows: Order 3, Sloth 2, Cold 1, Growth 0,
Misfortune 2, Magic 3, Dominion 6. The thinking here is that I was going to be concentrating mostly on Valkyries, which are expensive in gold, and not so expensive in resources. Therefore I maxed Order, which has the greatest influence on income, took Sloth to get points to spend elsewhere, since the troops I intended to use have a high gold/resource ratio, took the national preference for cold, took some misfortune for more points, since high order surpresses events, and took magic 3 for fast research.
My 1st research goal was Enchantment 1, for Fire Shield. Notice that if on turn 1 you put your starting Vanherse and your Dragon in his human form on research, you will have exactly 20 research points, enought to get ench. 1 in 1 turn. Nice eh? On turn 2, your Dragon is ready to go out conquering. Change his shape to Dragon, script him for Fire Shield, fire closest, and your average indy is toast. He'll use his breath weapon until it runs out of shots, then attack. Experiment a little with the placing, I like putting him a bit forward of center. Avoid heavy cav. and crossbows, most anything else is fair game.
On turn 1, recruit a Vanjarl. Turn 2, make him your prophet. You now have a commander capable of casting Divine Bless, which takes the hassle out of making sure your Vans and Valks get blessed, and who can also cast Fanaticism, something you couldn't do at all with Ulm. On turn 3, he can lead out whatever army you've decided to build. Since you're playing on a rich world, you'll have the cash to go straight for a Van or Valk army if you wish, or you can complement the starting army with some of the mundane troops. I tend to buy a mix of Shapeshifters and Huskarls. The Shapeshifters have low prot, but they regenerate, and are armed with Great Swords, which hit hard. The Huskarls are cheap, and have Javalins, which I find to be very effective in numbers.
After Enchantment 1, I like to get Construction 2. Once I have it, I will often forge a Dwarven Hammer, and use that to forge an Amulet of Missle Protection and some Bracers of Defence for my Dragon. Now even those Crossbow provinces are fair game. You can also forge a couple Owl Quills if you like, for faster research.
After that, I like to get evocation. One of the things that's very nice about Vanjarls is that they have excellent precision. Getting to Evoc. 2 means they can start tossing nice, precise lightning bolts - very nice for helping take out those nasty heavy cav. provinces.
After that, I'd suggest either Thaumaturgy for the site-searching spells, or perhaps Conjuration for Dark Knowledge, if you happen to have gotten a death random, and some province you've taken has a death scale
In any case, its probably about time to start finding sites.
Dwarven Smiths are my favorite mages in the entire game. Great at making things, and fun on the battlefield. Blade Wind is wonderful against large masses of lightly armored things, like Skeletons or Vine Creatures. Earmark the smiths with their random in Nature for this role - cast Eagle Eyes, then Blade Wind. Smiths with their random in Fire can do Magma Bolts. Petrify is one of the best anti-SC spells in the game, and the smiths are perfect for it.
Vanjarls can be pretty good thugs. Build them some weapons and the like, have them cast Mistform, and attack. Throw in the occasional Shock Wave
You've also got great stealth if you find that you need it. Not many provinces can resist a Vanherse leading a handful of Vans.
If you're finding lots of Air sites, invest in a Vanadrott. He can forge the air boosters. Give him one of each, and he can summon Air Queens. Bags of Winds are good on the battlefield too, since the elemental is nice, and one turns a Vanjarl into a Thunderstrike-capable mage.
If you want, you can even get into Blood, although if you want to do that seriously, you probably want Blood on the pretender.
Hope this was helpful.