Well, I've finally started my army up. Went with a basic assault marine Blood Angels loadout. I liked it, it netted me a win, loss, and draw in my first three games. But, I think I'm going to let it evolve naturally and see what becomes of it.
My favored unit from my first games is my dear Brother Regulus, Death Company Dreadnought:
Made the base outa some leftover styrene, pretty proud of it.
Regulus managed to scythe through a unit of 30 or so Orks including a Mek, explode a Leman Russ, and devour a unit of Dark Eldar after taking two penetrating Dark Lance shots - one Shaken and one Stunned, both ignored due to DC Dread special rules.
I'm going for a Death Company pure list next. It's all the fun of Blood Angels, without having to worry about stupid things like "objectives."