So far it looks like everything in the book is really expensive. A troop Power Armoured Grey Knight will run you 20 points per model before wargear. That is pretty steep. A Terminator is 40, and a Paladin will run you 55 points per model. As you can see the pure Grey Knight options in here can get real expensive real fast when you start tacking on all the sexy wargear options they have. Something that came up last night while we were looking at the book was that you need to try and squeeze points out wherever you can.
One popular unit that is starting to pop up all over the place is the Rifleman Dreadnought with Psybolt Ammunition. For 135 points this model will be putting out four twin-linked S8 shots a round. That is a steal and he fills a really important role in your army - ranged support. Most everything else in the army is a mid-field unit, most ranges are right around 24". The two auto-cannons will give you some range and stopping power that you will need.
Another item that has already come up is whether or not Grey Knight Terminators my ride in a Chimera. I looked through the book and I could not find any rule that would keep them from getting in one. There is specific rules that keep them out of Rhino and Razorback models, but nothing stopping them from getting in a Chimera. I thought there was something about this in an official GW Faq for the old codex so I looked in the IG FAQ and it only prohibits them from getting in a Valkyrie so it looks like you are free to drive your Terminators around in a Chimera.
The last thing I noticed is a bit of a dirty trick. The Grey Knight Grand Master can give d3 units a special ability - counter charge, re-roll ones, scouts, or they become scoring - you are seeing a few number of lists that are including two of these guys to get a guaranteed 2 units to be affected by this power - usually to make 2 units of Paladins troops. I have found a bit of a loophole that will allow you to do this with only one Grand Master.
If you look at the order in which you do things you will notice that you roll for and assign the power at the start of the game before deployment. This means you can take a 10 man unit, give the power, and then combat squad them since you choose to combat squad at deployment - they will already have the power assigned to them.
That is just my two-cents on what I have seen so far, I am sure going forward people will find tons of really neat options with this list and I can't wait to see them.