Prior to investing in a Coteaz-wing army, I had experimented with including a Terminator-armour clad Inquisitor Lord in my army list, armed with Psycannon / Daemonhammer combo, with varying degrees of success.
The extra psycannon does help in the long range stakes, and overall unlocking a retinue of henchmen does wonders to fill in the AP1 / AP2 gaps that Grey Knights players tend to have.
Here are some shots of the in-progress and what I call 'finished' model.
The parts are mostly from the versatile Grey Knight Terminator plastic kit (e.g. psycannon arms, legs, torso, pads, tabard), a Space Marine Terminator thunder hammer arm, a Black Templars backpack banner pole, and quite subversively a Chaos Terminator Lord head.
Seeing that my regular opponents play Chaos Space Marines, and the vanilla / Dark Angel - type, I felt a more sinister-looking headswap was called for. Mua-ha-HA!
The Inquisition 'red' colour scheme can be tricky to deal with, but I tend to start with a white base coat, followed by blood red throughout. I then give the entire model a thorough wash of chaos black ink, and rebuilt the highlights with Red Gore, and re-touch with Blood Red, sometimes a bit of orange and yellow to get that 'flame' effect (see the tabard in the pictures above).