Next bit.
Other skills to consider
War Horn and Doom Horn (synergy) - Provides a short term, erratic stun over a wide area and a considerable drop in enemy defense and life. Some people swear by this skill ... I tend to merely swear at it, since the stun is insignificant in Legendary, monsters tend to have high resistances to vit damage and 33 reduced armour ain't all that much. Furthermore, enemies should die so fast in melee range that you won't really have much time to use this. Nonetheless, as said there are those who really love this skill. Give it a try if it appeals to you.
Rally, Inspiration and Defiance (synergies) - Once again, this is a "swear by" or "swear at" skill. It gives a minor boost to hp, regen and armour when used - although nothing really to write home about. Its synergies are similarly meh, granting energy (useless to you) and damage returned (nice, but things die too fast close in for this to be really useful imho). The only truly good thing about this skill is that Defiance can provide a hefty (up to 50%) bonus to elemental resistances. Nice. Once again, feel free to give it a try - it can be a useful skill, especially in MP.
Battle Rage (Fury), Crushing Blow and Counterattack - My personal favourite of the "considered skills". This is yet another proc which pumps your combat potential, granting a significant offensive boost (Rage/Fury), huge potential damage (Crushing Blow) with a negligible retaliation (Counterattack). If you have points lying spare, max the first two and drop a point or two into Counterattack.
Batter and Rend Amour (synergy) - Great little skills if you have a mouse button to spare. I recommend using Batter early game to allow your character to dominate until you unlock Warfare. It gives your character the ability to slow his foes, as well as a nice shield/weapon combo to use at will. Rend gives a not insignificant ability to lower the armour of foes, but it's main use is to add more targets to Batter. I choose not to include this in the primary build, since I never found myself using it. Between Onslaught, Charge and the various procs, my damage and slowing capacity was more than sufficient. Nonetheless, a great skill if you are possessed of great dexterity with the third mouse button and have points to spare.
Quick Recovery - A decent skill, perhaps worth a point or two. Improves your blocking immensely when active, increasing its chance to block and frequency of blocking, as well as your armour rating slightly. I tend not to use this all that much late game, since my shield block is already 98% ... a reasonable consideration though.
Character Progression
There are a number of possible ways to build this character up, but this is my personal favourite. Start by dropping a point into Batter (yes, Batter) - a great little skill to help you up until you get Onslaught. Once you have the latter, feel free to retrieve the skill point.
Next maximise Armour Handling to allow you to use your target gear sooner (the str bonus from your chosen armour and shield will further accentuate this skill). Now drop a point into Battle Awareness and start climbing the Defense mastery tree until you can put a point into Shield Smash.
When you hit level 8, put a point or two in Onslaught and maximise Weapon Training for the nice offensive boost. Until you are using powerful gear, maximising Onslaught won't gain all that impressive a return, since it's a percentile. You will have a better time maxing the mastery for base damage and to use your uber gear sooner.
Focus on climbing the Defense mastery tree, putting a point into each of the essential skills (especially the procs, Adrenaline and Shield Charge). The second you are using your first chosen powerful weapon (probably around level 10 or so), max Onslaught and watch that DPS hit the roof!
Next focus on climbing the Defense mastery until you have unlocked Colossus and Pulverise (the latter I'd maximise right away since it's the most powerful crowd control proc at your disposal). You should now be in late Egypt/early Orient.
From here you have two possible routes. If you feel confident about your dps and survivability, start climbing the Warfare mastery, getting the synergies to Onslaught and grabbing your Ancestral Guardians. However, if you feel that your character could still use a bit of work, focus on maxing Resilience (to allow you to enter the Adrenaline state and charge more often), Disruption (boosting your charge immensely) and the various defensive proc.
Either way, by early Epic you should have your two masteries fully available. Epic should really be a blue milk run, focus on maxing the essential skill. Ensure that Dodge Attack, Iron Will and perhaps Ignore Pain are up to scratch before you enter Legendary.
Finally, put any leftover points into one of the "considered skills" or max out the "1-x" essentials you like (such as Colossus and Ancestral Horn). I favour Rage, but plenty of others like Rally or Doom Horn.
Let's Talk Strategy
Your basic strategy for the Conqueror is to target the enemies that offer the greatest threat to you - classically massed arches or casters - and use Shield Charge to get in close and annihilate them before they do the same to do. Learn to anticipate when Charge will be ready and use it often.
Regular melee monsters should not provide much of a threat. The sheer number of procs going off coupled with the awesome boosts from Onslaught should raise your dps to an endgame total of 4-5k or beyond (with uber gear). You will thus be able to tank almost any mob, so long as you make a good entrance with Charge and neutralise any ranged/casters. Believe me, once you get the hang of it, this build will make you cocky as all hell.
When facing bosses, you'll need to play it slightly safer - Beware the Ides of March: I mean the Stomp of Talos! Learn the patterns of bosses and don't be afraid to use hit and run tactics to wear them down. Talos, Dracolich and other one hit wonders should be approached with caution (or avoided entirely if they prove too much of a threat). Drop your ancestral spirits, Battle Standard and engage Colossus Form if ever in doubt - these skills will grant you immense temporary survivability and damage against your foes.
Use the terrain wisely, back up against a walk to avoid being surrounded. If all else fails - leg it, kite your foes and try to get them into a position where you can engage them one at a time (especially those blasted Cyclopses in Legendary Olympus).
On the other hand, Typhon and most melee foes will scarcely be able to scratch you and archers/casters will fall like corn beneath the scythe to a well placed Shield Charge!
Gear
This is a gear intensive build. I would advise you have a decent shield, set of armour and weapon close to hand as early as possible. The Somatophylaktes Plate, Spinebreaker Hammer and Legendary shields like Bloodthirst and Eidolon are all great choices and easy to find (the latter 3 are, in my experience, some of Epic Typhon's favourite drops). Of course, nicer gear should be introduced late game, but I'd call these items (or equivalent) pretty much necessary to see the Conqueror at his best.
Your main worry is threefold - decent stun and pierce resistances, while sacrificing as little damage as possible.
I like to have at least 50% if not more of these resistances in Legendary - not all that difficult to do, thanks to great, easy to find shields like Bloodthirst and the powerful helms available. In desperation, run Typhon first on Normal first, then Epic to ensure you have good enough gear to survive the road ahead.
Weaknesses
The main problem with the Conqueror is that he has no pets to divert enemy attention away from him - thus all focus will be on you. If your damage resistances, sun resistance and armour rating are not up to scratch, expect to die a lot in Legendary.
The other problem is that you must literally be toe to toe with your foe to fight. While Shield Charge can get you there, being this close make it difficult to avoid large blasts and nova type effects - certain bosses that barely touched you when you were ranged may offer an entirely new level of challenge to a melee build.
However, with a reasonable set of gear and decent strategy, the Conqueror can wade through most of this game with relative ease - and a ton of fun.