There is a very nice Dreadnought Tactica over at Imperius Dominatus.
I agree with most of the ideas that he sets forth in his post. He goes into a good amount of detail on each type of Dreadnought - Ironclad, Regular, and Venerable - and even talks about some of the more popular builds - Rifleman (Duall Autocannon), Long Range Anti-Tank (Rocket Launcher + Lascannon) and a few others. He also talks about the pros and cons of Drop Pods.
Was a very good read especially considering that I am running four Dreadnoughts in my Imperial Fists army.