Fisticlaw is always good fun, great if you're worried about not being able to get hits in before being smacked first.
Power axes look great, but I'm really not sold on them, striking last for +1S and ap2 just isn't worth it for me. I'd rather spend a little more to get the power fist or stick with AP3. You've got to think just how much AP2 you really run into. For me it's not that much, and if they are, it's terminators, and anyone taking terminators without Storm Shields is making an error imo. So in the end with a 3++, I always like to mathhammer them down. Though granted, I'd almost always be fielding Death Company over Vanguards as I can equip them with virtually the same equipment apart from the SS.
Expensive squad in any case, but not so expensive that your opponent is going to waste all his big guns annihilating them, and yeah, shrouded is always a brucey bonus along with full jump pack capability.