Shame the 4th Edition CSM Codex isn't around anymore... the only thing even vaguely wrong with it was that a Lord could take a flank by himself most of the time.
These days, it's hard to make an HQ unit that's really "over the top"-- you get what you pay for. The Captain listed above is something like 260 points, and the Imperial Guard Command Platoon is, while illegal due to too many component units, well over 1000.
You could argue that an Ork Weirdboy is an over the top HQ choice because it's so inexpensive for what you get from it.
Now, if you want to just talk about generally good HQ models, that's fine-- I'm a fan of the Space Marine Captain with dual lightning claws, a jump pack, an auxiliary grenade launcher, and artificer armour. Powerhouse in combat, as well protected as he can be; and despite having a pair of lightning claws, he's still got a good ranged attack. A slightly different setup (which meets with an equal stamp of approval) is the Captian with a jump pack armed with a relic blade, plasma pistol, digital weapons, auxiliary grenade launcher, and artificer armour. Negligable risk with the plasma pistol, an extra shot (albeit of less punch, but still another shot) from the grenade launcher, and has really an equal ability in combat as the previously mentioned Captain-- the tradeoff is a higher initial strength but with fewer re-rolls for failed to-wound rolls. It's a more expensive setup, but the returns are really about the same. It falls to personal preference, I suppose.
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