I've had a look at the grey knight codex at my local GW, and... wow. Heres the lowdown: HQ: LOTS of choices: Brother Captain, Grand Master, Librarian, inquisitors from all three Orders, and special characters, lots of special characters. Elites (of note): Paladins: WS5 2-wound terminators, can have up to 10 in a squad. Inqisitorial Henchmen: Includes death cult assassins, crusaders, arco flagellants, and Jakaero techno-savants, among others. Assassins: WS8 BS8 I7 w/ 4 attacks each, and each of the 4 types has awesome abilities; the drawback is they're over 100 points each, and theyre solo. Troops (of note): Grey Knight Strike Squads: same statline as regular marines, but the squad can use a psychic power per turn, and have nemesis force weapons. Now nemesis force weapons are exactly that: force weapons, which means every unit of grey knights has a power weapon that inflicts instant death if the squad passes a leadership test; that's right, you take 1 leadership test FOR THE SQUAD, and if you pass, ALL of their power weapons inflict instant death. Broken much? Terminators: basically space marine termies w/ nemesis force weapons. So yeah, that's pretty much what I remember, at least regarding the cool stuff.
Cool, sounds good. I have had a look at some of their models and they do look very very good, I had a small contingent when Grey Knights first got a Codex. However, as usual, the price of them completely puts me off. I think GW has priced me out of starting anymore armies, I will just finis what I have.