Grey Knights
The Grey Knights are a bunch of fucking badass SPESS MEHREENS that also, like their brethren, do it for the EMPRAH. The Grey Knights are the legendary 666th Spess mahreen chapter made by the Emprah and one of the few Chapters to have more than 1000 marines, they amount to 'bout...3000. They're all made with the Gene-seed of the Emperor himself, making them sort of like mini-primarchs. The Grey Knights work under the Ordo Malleus and specialize in killing anything daemonic, so they're typically called in to deal with giant greater Daemons of death or Chaos Primarchs themselves. People outside the Ordo Malleus and high-lords of Terra do not know much about the Grey Knights because their base of operations and anything that happens within their Chapter are never discussed outside the Ordo.
Grey Knights are also the most elite of the Space Marines and are trained in the most ball-crushingly hard process that even veteran space marines consider "hard". Unlike other marine chapters however, they're all Psykers and only induct Psykers as recruits from the inquisitorial "Black Ships", which collect Psykers throughout the Imperium for training. They're also the most pure of the Space Marine chapters, every last one of them thinks that Chaos is fucktarded and not a single Knight ever succumbed to Chaotic influences.
Playing a Grey Knights army is like playing 40k on "Hardcore Mode". In an average 1,000 point match, you'll have 20 models and a land raider. But it's okay, because they kick ass. Plus all of their models subscribe to the Rule of Cool. Are only sent to the fight only when other marinefags get their asses raped by mutants, heretics, and forces of Chaos. Usually they get the shit done, as evidenced by the continued existence of reality.
They also make fanatical faith in the God-Emprah cool:
"There is nothing in the arcane and blasphemous arsenal of the forces of Chaos that can compare to faith. With the power of faith, our weapons become shining instruments of deliverance that can cleave the mightiest daemon in twain. With the power of faith, our minds appear as slivers of pure agony to the daemon, driving into the wretched forms of those who would dare stand before us. With the power of faith, our words become commands that cause the daemon to cower and cringe in terror. I could meet my enemies unarmed without a shred of fear in my chest, for I know that the Emperor watches over me and guides my hand. So let them come. We shall show them what the power of faith can do." +++ Captain Stern of the Grey Knights +++