They no longer bother wearing Power Armour, since they're just fancy bodyguards now, really.
If you were to do them, you'd do them pre-heresy.
The Lexicanum article is good for this sort of information by the way
Anyway, Custodes are slightly stronger than Space Marines, but they also have a very different way of thinking, they're utterly devoted to their charge, but they don't have the communal mindset of the Space Marines; they aren't warrior monks, they're just badass warriors.
In terms of game stats, they'd probably be something like:
WS6 BS5 S4 T4 W1 I5 A3 Ld10 3+/5++ (it was the best Power Armour available, but it's old technology)
Counter Attack, FNP, Fearless, Furious Charge.
Their weapons these days are actually laser weapons made to look like the original things they used, but the ones of old were basically halberds with Bolt weapons built in.
So something like a +2S Power Weapon with a built-in Storm Bolter, probably using special ammo.
Also flying Rhinos.