I've written a few articles on the Grey Knight minis as I succumbed to newcodexitis and decided to build a GK force. Well that and as I have an IG army and with the Knights being elite and therefore low in numbers it would be easy to do.
We have the following posts available for your reading pleasure.
A cheap and easy Rifleman dreadnought conversion.
http://miniaturewargameconversions.blogspot.com/2011/04/rogue-trader-rifleman-dreadnought.html
First impressions on the new Grey Knight sets.
http://miniaturewargameconversions.blogspot.com/2011/04/rogue-trader-grey-knight-models-first.html
How to cheaply bulk out your Grey Knight forces with the combat squad set.
http://miniaturewargameconversions.blogspot.com/2011/04/rogue-trader-cheap-knights.html