There are actually a few decent Grey Knight builds, all of which are perfectly viable at 2000pts. They can also be fairly variable in playstyle- some are very aggressive (stuff like Dual Stormraven lists) whereas others tend to be a bit more balanced (Hybrid GK or Henchmen).
It really depends on what you want your army to do, but if I were to suggest a good army to learn the game on, it'd be something very similar to what I run- Hybrid Grey Knights. This army brings a bit of everything, so you'll be exposed to most of the facets of the game, and hence be able to learn by doing. A list without allies would look something like-
Inquisitor Coteaz
Grey Knight Strike Squad (10 Strong) with 2 Psycannons, Psyammo, Rhino
Grey Knight Strike Squad (10 Strong) with 2 Psycannons, Psyammo, Rhino
Grey Knight Strike Squad (10 Strong) with 2 Psycannons, Psyammo
Inquisitorial Henchmen Warband with 6 Psykers, 3 Warrior Acolytes with Plasma Guns, Chimera
Inquisitorial Henchmen Warband with 6 Psykers, 3 Warrior Acolytes with Plasma Guns, Chimera
Inquisitorial Henchmen Warband with 4 Death Cult Assassins, 2 Crusaders
Stormraven with Twin-Linked Assault Cannons, Twin-Linked Multimelta, Hurricane Bolters, Psyammo
Dreadnought with 2 Twin-Linked Autocannons, Psyammo
Dreadnought with 2 Twin-Linked Autocannons, Psyammo
Dreadnought with 2 Twin-Linked Autocannons, Psyammo
This comes to 1964pts, so you've got 36pts to play with. There's a pretty good selection of stuff here, I only included one Stormraven since you mentioned Tau are a problem, and they kinda crump flyers like it's no-one's business. Unfortunately, this means that you probably want at least 2 dreadnoughts, because basically everything else in the codex sucks at anti air.
In terms of buying stuff, I'd start by grabbing the 30 Strike Marines and Coteaz- basically any army based on this core will be pretty solid. You can then have a bunch of plug-and-play options with allies- Imperial Guard, Tau and Necrons are all prime candidates here, as they fill the main gaps of Grey Knights, and benefit quite a lot from having 30 scoring Storm Bolter guys around.