How big should the list be point-wise?
I'd sugget Terminators in Land Raiders. The Land Raider can soften up those genestealers and what-not, especially a Redeemer, as the Flamestorm Cannon rules. A S6 AP3 weapon that doesn't need to roll to hit. Anything average toughness (T4) without an invulnerable save or multiple wounds will be killed on a 2+. They'll cost a bomb of points, but the Raider has the assault vehicle special rule; which allows the occupants to assualt the turn they disembark, throwing your completly unharmed Termies straight into combat. Yes, I really am advising to assault the 'nids, it's a case of charge or be charged. If you go with the lightning claw variants, you'll get re-rolls to wound, ignore armour saves and still keep your base initiative of 4. As they come in pairs, you'll get an extra attack, making 2 base, +1 for the pair, +1 for charging making 4 attacks each, or 20 for a squad of 5 Terminators.
I'd also suggest a big load of Tactical Squads. These are durable and versatile and can be kept back to hold objectives, whilst the enemy tries to deal with the more threatning parts of your army. Take advantage of the free weapon upgrades (Flamer and Missile Launcher). The Flamer is good for dealing with weaker, more numerous enemies, ie Gaunts, Rippers, whereas the Missile Launcher can help deal with the big beasties like Carnifexes and Hive Tyrants. The more of these squads the better, as they are the mainstay of the Space Marines force and are key in objective games, as they are Troops.
In terms of HQ, it really up to what you want the HQ to do to support the army. If yoou were to go with the Terminator idea, Marneus Calgar or Lysander would be a good choice to support the squad, as both come with a rock-hard statline and tons of special gadgetry and rules. Another idea would be to use Vulkan He'staan (don't know if that's spelt right). He is very helpful, as he allows all template and melta weaponry in the army to count as twin-linked. With template weapons that means a re-roll to wound. Flamestorm Cannons... you get the picture... if you don't, it's a steaming pile of charred 'nid corpses.
As to other units, thats sort of down to how big you want the army to be, as I said before, the above ideas will cost many a pointage. I've found this to work nicely in 2,000pt list as you can really max out on Raiders and Termies to overwhelm the enemy. This is just my personal experience and you are perfectly entitled to think my ideas are rubbish, however I hope that this may help you in ending your loss-streak and starting a winning one. :>