Unmatched Zeal: This rule grants the chaplain and any squad he is a member of the Fearless Universal Rule, while also allowing that squad to make Rightious Zeal moves towards any opponents, not just the nearest one. This rule really makes a Xhaplain a must have for larger assault squads, to get them where they want to be, faster.
Litanies of Hate: This rule makes it so the Chaplain and any squad he is with may re-roll to hit rolls on the turn they charge into close combat. This rule is really good for including in Crusader squads, since they cannot take the veteran skills like the Black Templar elites.
Next, the Chaplain can take some specific wargear that no one else can take. First off, a Chaplain's command squad standard bearer may carry a Holy Relic (granting +1 attack to everyone within 2D6" of the standard bearer). A Chaplain may also take up to three cenobyte servitors, each of which allow him to add 1 inch to the movement from Righteous Zeal.
The other interesting fact about the Chaplain is that he can essentially have 3 arms! This is because he already comes with his crozius,and he may also take two items from the wargear.
Here are some common builds for the Chaplain, other than him being run just as he is.
Versatile Chaplain: Powerfist, Terminator Honors, Bolt Pistol, Frag Grenades - 137/152
This Chaplain can either attack with a Powerfist or his Crozius, allowing him to take on any opponent.
Versatile Terminator Chaplain: Powerfist, Terminator Armor, Frag Grenades, Storm Bolter - 151/166
This Chaplain has the bonus of being more heavily armored and survivable than a regular Chaplain, while still costing very little compared to some HQs out there.
These two builds are the ones that I find the most effective, with which one being used depending on how your army is run. Of course there are other builds out there that are effective, these are just the ones I've found most common! Also, I personally run a Reclusiarch over a Master of Sanctity, since the difference isn't as great as that between a Castellan and Marshal. But, once again, personal preference reigns supreme!
* This is different for Grimaldus, who I will cover in his own post at a later time.