The 10th Company Task Force includes 3-5 Scout squads and Scout Bike squads, along with Sergeant Telion if you're playing Ultramarines. The only restriction is that Scout Bikes must be armed with cluster mines. The units benefit from Concealed Position, which basically grants them Stealth until they move in any way. In addition, The Trap is Sprung gives all units Precision Shots for the first game turn.
At 165 points for 3 base Scout squads, this is the cheapest Auxiliary Formation. The special rules are quite handy for Scouts, and Concealed Position stacks with the bonus from camo cloaks, meaning that a Scout squad deployed in ruins can easily get a 2+ cover save as long as it stays still. The only real downside is that Scouts taken as part of the Task Force don't get Objective Secured, which they would as part of a CAD. I think it's a fair trade, and your Gladius Strike Force should have enough Objective Sceured from the Battle Demi-Company. Overall, it's a good way to add lots of cheap yet durable infantry to your army. However, it definitely is at its best in a Gladius Strike Force since you must take at least one Auxiliary Formation anyway.
The Storm Wing is a classic Space Marine Formation consisting of a Stormraven and 2 Stormtalons. They all arrive on a single reserve roll, and the Stormraven gains Strafing Run as long as at least one Stormtalon is still alive. Neither of these is a huge perk, but all of the units are good in their own right so this Formation will be taken anyway. It's a great way to add flyers to a Gladius Strike Force, and to add the very efficient Stormtalon to other Imperial armies. I've had very good experiences running a Storm Wing alongside my Blood Angels.
The Centurion Siegebreaker Cohort consists of 2-4 Centurion Assault squads and a unit of Ironclad Dreadnoughts. Units with an omniscope get Demolition Specialists, allowing them to re-roll armor penetration rolls against buildings. In addition, the units in the Formation get Seismic Devastation, which does an extra 2D6 S6 AP4 hits against any units embarked in buildings that they destroy in assault. Given how expensive and generally inefficient Assault Centurions are and that the Formation's bonuses only help against buildings, which aren't that common, I don't see the Siegebreaker Cohort being very popular at all.