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Well, as boring as moving a CC army into a gunline sounds, it sounds like plenty of fun once you start overrunning your opponent in Close Combat.

My strategy against gunlines gets pretty easy...though it might look odd. I typically try and make it look like I am going to run at the opponent head on with all of my big creatures by setting up in the middle or in a fairly neutral way. Then, when you start to move crash one flank really hard...If you do it correctly (especially when there is good cover in the middle of the table) you can avoid having to deal with his entire army's shooting at once.

Once you finally reach your opponent on the flank which is usually 3rd turn or so then you will do a ton of damage. Another useful tip is to look into spore pods...creatures like doom (epsecially with iron arm) can walk through gunlines. Even if they do kill him (or any other deep striking units) then they aren't shooting at your stronger stuff that should be moving as quickly as possible to their strike-point. This works wonders on armies such as guard where there are a lot of units across the zone....also, you'll find that once you get to your opponent his other units will often have a hard time finding LOS to your units as most gun lines aren't designed to fire sideways.

Also, this is about the only time I have found lictors (or the DL) useful as they scare the hell out of gun lines for some reason pop out in cover and the lictor hopefully draws a few units worth of fire before dying. This can also work well with the pods to create a diversion of sorts from your main force. Hopefully this makes sense...it is kind of difficult to explain a strategy in a quick reply, but maybe I at least conveyed the main point.