Wu Ming are a solid Heavy Infantry choice. Their BS-13 PH-13 WIP-13 ARM-4 come in handy to make these guys effective troopers (and admit it - the models look awesome). The unsung hero of Wu Ming is the Light Nimbus Grenade Launcher. While not quite as effective as a Light Smoke Grenade Launcher the Nimbus Light Grenade Launcher doesn't require any SWC and comes with a trooper having better BS and better survivability from better PH for dodging and ARM for surviving a hit. Combined with the MULTI Rifle makes the Wu Ming very effective up to 16".
Between the PH-13 for dodging the ARM-4 and W-2 help the Wu Ming to survive a hit. One challenge is that the Wu Ming doesn't have a Back-Up: Cube so a doctor won't be able to retry a healing attempt.
Combine the Light Nimbus Grenade Launcher with a Multi Spectral Visor L1 or L1 (MSV1 or MSV2) gives the Yu Jing a powerful advantage. Instead of suffering the -3 MOD for shooting through the Nimbus zone the MSV1 or MSV2 get to ignore this, though they still suffer the -1 MOD to burst. The enemy can't usually say the same thing.
Keep the Light Nimbus Grenade Launcher centrally located so you can restrict lanes of fire in as many locations as possible, or closer to the action if you have a clear plan of attack. With the short range of the MULTI Rifle you won't need to give this guy the best fire lane - an HMG or something along those lines would be better suited for those lanes.
Active Turn Role
Use the Light Nimbus Grenade Launcher early to reduce defensive fire as you move your other troops forward.
Don't be afraid to respond with shooting when faced with a good opponent, but don't overlook the dodge option if the shooting option doesn't have a good chance of landing. The Wu Ming's PH-13 will help make the dodge effective quite often. If the Wu Ming can be in Suppresive Fire mode the AP/Shock ammo can be a real surprise for a well armored enemy trooper.