I love the paint scheme!
Do you have the rules? If you don't pick those up right away! you seem to have enough models to start playing at the Combat patrol level... so you can try out the rules with that. I'm sure your local GW/Hobby Shop should have someone willing to help you through the rules.
As for powerweapons, very good against armies with high armor saves (read: SM, CSM, Necrons, Sisters of Battle, and Inquistion), Powerfists are really good but they've become so expesnive (points wise) now... still, you'll need them if you want to be most Close Combat... best anti-tank weapons that you'll get for CCW.
As another note... make sure that most of the Special weapons you take are Meltas or flamers! Meltas are assault weapons so you can charge into combat with with them and they are also good anti-tank weapons. Flamers are perfect anti-horde weapons, and cheap enough to warrant taking them even if you never actually use them.
Also, you'll want some rhinos to put all those footsloggers in! Space Marines are very slow without some form of speedy upgrade. Bikes, Assault Marines, Rhinos, Drop Pods, and Deepstriking are you best friend if you want to get into Close Combat! Speed is the key!
Watch out for fast shooty armies like the Tau... never fought them myself but they are supposed to be impossible to catch if they use a lot of tanks...
If you do play with rhinos and the like, you might find yourself low on models... make sure you have some way to defen against hore armies like the Imperial Guard and the Nids... this is where flamers come in handy.
DREADNOUGHT! I've loved them ever since I first built one in Dawn of war... and the blood angels get the Furisco... which means better melee!
Consider getting at least a predator with lascannons for some ranged anti-tank fire power, it might be worth it.