a few things to keep in mind regarding grey knight squad set-ups;
- keep the grand master's retinue to either 4 or 6 termies... as an IC, the grand master will not count towards scoring units status!
- grey knight squads taken as Troops choices should have 2x psycannons if you take any weapon up-grades.
conversely, any grey knights taken as Fast Attack choices should have 2x incinerators!
- always, always, always give every justicar melta bombs!!!
- for dreads, as you still can i'd look into the twin-linked autocannon + rocket launcher combo. handy for slaging transports and skimmers... having one dread with the twin-linked lascannon + rocket launcher is still a good idea though so that you can better handel av13/av14 vehicles.
keep in mind however that daemonhunters have a huge weakness vs enemy tanks! this is done on purpose so it's something you're going to have to learn to deal with...
- in a grey knight force, stick to just an inquisitor... kit him and his buddies out for ranged combat; psycannon + heavy bolter servitors for anti-hoard work, or psycannon + meltaguns in a chimera w/2x heavy bolters for some nasty mobile anti-tank work!
oh, and never forget holocaust... dropping a pie-plate into an assault is downright mean!
- consider adding in a platoon of inducted guard. (space marines are out because you most likely want to include grey knights!)
the platoon command squad can be a mini special weapon squad with upto 4 special weapons! keep the infantry squads geared towards an anti-infantry role however as guardsmen need multiple weapons to be any good vs tanks...
- for more anti-tank work, pick up a sentinel squad w/lascannons. 2 of those are tasty!
well, hope this helps! i'm more of a filthy, dirty radical myself though

cheers!