If you are inclined to Chaplain HQs, take a look at the Blood Angel codex. Chaplains are Elites there but they also have Reclusiarchs, which can potentially match a Captain in combat. In general, Chaplains are good ICs to put with Assault units. But as was said, even a Reclusiarch shouldn't be your primary HQ. Though with the new rules of double FOC, 4 could be quite nice in an army.
"Fetch me another plaything. This one seems to have broken." -Urien Rakarth
Space Marine- "This planet is ours, witch."
Eldar- "No ... This planet is theirs ..."