Someone after my own heart with Themed lists. I'm not great at the game anyway, but I also dont bother building competative lists, just interresting ones. I have a Thousand Sons army, I struggle to take all the actually Marines I have because they are so expensive, but yeah oblitorators are a good choice as Vash was saying. Once you have enough worth taking him Ahriman is an awsome force to behold... his main worries are perils from the warp! Rhinos are essential as far as I'm concerned, your ability to mow down marines and be able to assault the same turn comes with a price, walking everywhere like your in difficult terrain gets old, REAL fast.
I also have a havoc launcher/lascannon theme running through my vehicles, pretty much everthing that isnt a bolter is one of those things. It does rack up the points super fast though.
Fun things to take are individual sorcerers, you can customise them, give them different abilities, or take a lord and give him a daemon weapon : )
Looking forward to seeing your army, let me know what your first purchase is!