Re: Thinking of Starting grey knights I say start out with Grey Knights, pick up the codex and get a feel for the army. Then decide depending on your 40k tactics what would work better with them. 
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Valhalla - Deliverance
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40k
Chaos: 1400 Points
Imperial Guard: 1200 Points
Space Marines: 650 Points
Eldar: 650 Points
Daemon Hunters (add on): 250 Points Fantasy
Orc & Goblins: 1000 Points
Ogres: 700 Points Bands
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