I personally use them with nothing at all. You're already paying a lot of extra points over a Tactical Marine for something that dies just as easily. Treat them like "Super Tacticals" that actually have boltguns that can deal good damage to a lot of targets, and you can't go far wrong. I like to put them in a Drop Pod, Rhino or Razorback and use them to fortify my midfield - close enough to get in Rapid Fire range if they want, or otherwise finding a nice shooting alley 24" away and out of sight of guns that can hurt them. They can also function as slightly worse Assault Marines in a pinch.