Command squads are no longer unlocked by specific HQs; they're just a standard Elites choice now. They're 10 points cheaper now, but beyond that, they stayed the same, except that the authors remembered to give them the option to take Special Weapons without having to add it in an FAQ. Command squads are still a great way to add massed special weapons or storm shields to your army.
Honor Guard also aren't unlocked by Chapter Masters anymore, but can be taken as a normal Elites choice. The only change is a slight rewording allowing the Chapter Champion (along with the rest of the Honor Guard) to take a relic blade. As a little side bonus, they can now take a standard Land Raider as a dedicated transport.
Centurion Assault squads are now 5 points cheaper per model and no longer have to pay for a compulsory Veteran Sergeant, making the squad a fair amount cheaper. In addition, their siege drills now double their strength, so they're now S10 rather than S9. All of these are nice improvements, but I don't expect Assault Centurions to start appearing on tables. They're still a very slow assault unit. They are great at destroying buildings (especially if they're Imperial Fists) if you can get them there, if buildings happen to be a big part of your meta.
Vanguard Veteran squads got a huge boost. Heroic Intervention still means they ignore the penalties for disordered charges, but it also allows them to re-roll one or both dice when charging. This makes them very fast on the charge. Also, all of their special close combat weapons are 10 points cheaper than standard, meaning that it is actually cost effective to arm a whole squad with power weapons or lightning claws. I don't expect to see too many Vanguard Veterans about because most Space Marine players discount assault units, but I think they're a great choice and I plan on building and playing a squad soon.
Sternguard Veteran squads are 10 points cheaper for the base squad, but are otherwise the same. They did get a big improvement with Imperial Fist Chapter Tactics, as Bolter Drill now affects their special issue ammunition.
Dreadnoughts cost the same, but they now have 4 attacks base and can be taken in squadrons of up to 3. In addition, the upgrades for plasma cannons, assault cannons, and twin-linked lascannons got 5 to 10 points cheaper. The same changes apply to the Venerable Dreadnought, who now has his own entry rather than being an upgrade to the standard Dreadnought. They also officially have Chapter Tactics, a few of which provide some perks they can use.
Ironclad Dreadnoughts also benefited from the increase to 4 attacks and the ability to be taken in squads, but are otherwise the same.
Legion of the Damned points and options are the same as last codex, as they didn't get access to grav weaponry. The only change is a clarification that they can re-roll both the 2D6 and scatter dice when they deep strike.
Terminator squads and Terminator Assault squads both received a drop of 5 points per model. Most of their options remained the same cost, though thunder hammers and storm shields increased in cost so that models carrying them cost the same as before. Overall, this certainly makes other types of Terminators more appealing compared to last codex. I'm not sure if they're really competitive but they're better than they used to be and I plan to field them again.