Is the strength rating of Uruk Captains something that should be carefully monitored or is it just a vague rating? I am beginning to battle Warchiefs and have two that are Strength 10 and two that are Strength 11. Meanwhile, my nemesis has climbed to Strength 18. Should I choose the two "10" Warchiefs before the "11" ones or is that just too fussy? Assuming that a "10" is hard for me, is it suicidal for me to think about knocking off that jerk 18-strength nemesis?
The "Power" of a Captain is a very rough guide to how tough an opponent he will be. Intel about them is your best friend. Is that Power 20 Uruk still Vulnerable to Stealth Finishers? A High Dive (Strike from Above) will not only finish him before he notices you, but send most of his friends scattering. Do you want to increase your opportunities for valuable Intel? Learn to love the Outcast (White Fist) missions.
Before you engage, Look at his stats & plan your assault. Which of your skills take advantage of his debuffs? Which of your skills can overcome his buffs? These are the skills you should focus on for this fight.
If you are engaged by surprise, open the menu (conveniently pausing the game) & plan how best you should react to him. Remember, running is always a perfectly acceptable reaction, and will give the two of you something to talk about in the future...
Captains are almost never alone. Blocking & Dodging are always more important than that next strike. Getting hit not only reduces your health but (without the tier 4 Resilience Ability) also zeros out your hit streak.
Captains outside of strongholds are less likely to get other Captains as reinforcements.
Power (Red, and later, Cyan) missions seem to have the advantage of keeping other (standing) captains away until the mission resolves. (Apparently dead, but not beheaded, captains may take a mission as an opportunity to announce their "not dead yet" status.)
- This makes Feast, and Execution missions relatively good ways of Isolating your foe; just try to keep your sword out of the bound Uruks down on their knees, they are, strangely, protecting your privacy. The same is true of single Captain Ambushes that aren't being lead by an Aggressor Captain.
- Duels & 2 Captain Ambushes keep the party relatively small until one of 'em dies. Understand this will be an instant promotion (with possibly an additional buff) and full healing for the other Captain.
- Hunts & Trials are over far too quickly to give you much "private time" with your "intended" unless he is Vulnerable to Ranged Finishers (Charged Head Shots or Lethal Shadow Strike), but many take place outside of strongholds...
- (edit: 2015-10-28) Recruitment missions seem to be an exception. I've seen other Captains wandering about during these.
In general, have a plan. The higher the Uruk's Power, the fewer debuffs and more buffs he'll have, increasing your need to .... have a plan.
The level determines how much HP a captain has and how much damage his attacks do. But that's not very relevant. What's far more important than the level are the strengths and weaknesses. However, when captains get promoted they tend to lose their worst weaknesses and tend to gain the most annoying strengths. So high-level captains can sometimes end up with really mean combinations.
In the beginning of the game you might lack the abilities which are required to counter these strengths, so you should prevent individual captains from leveling too far. But pick your battles. When a captain kills you, he gains yet another level. So when a captain is already pretty strong, you better keep your distance.
Later in the game you might want to let them level intentionally, because more high-level captains drop more high-level runes (that's what the "Death Threat" ability is for).