Most people, from lots of forums, will tell you to put down the idea and bugger off. Reason being is you're putting points into elite Assault Marines... which aren't very good at being elite in the first place. Believe me, I've tried so hard to make the unit work. There is only a few tricks left to them that work - sadly both can be outdone by another unit.
The first trick is a 5-man squad, with Jump-packs and an assortment of weaponry. you can go for twin
LC's, Storm Shields, your call. I'd think Storm Shields at the minimum and a T-hammer or Relic Blade on the sarge, then take
MB's. This unit now had a 3+ invun and can take on infantry (to a point) and tanks. However there's Terminators for that - better armour, and given T-Hammer/
SS &
LC mix they do the job fine, and better for less points.
The other mix I've heard of is 10 in a
LR with a character or two. The 10 will have a mix of weapons, but not too many, and a character like Khan or a Chaplain hangs about with them. Zoom it about and pop out for a nasty assault. PRoblem is you've wasted a
HS slot for a
LR and it's a "too many eggs in one basket" problem. Pop the
LR and ther goes your
CC unit on foot, ripe for shooting.
Here's the general problem: Vanguard are not cheap for what they do. A base unit is 125pts, add jump-packs and now its 175, and they're only tactic is dropping in for a possible assault. Okay toss
MB's in and now the unit's 200pts. Now you got 5 guys with tank-killing capabilities - a suicide unit if you will. And a crap one at that. Because at 200pts you can get Terminators. The unit got done wrong in the dex
IMHO. Jump-packs should have been standard at the very minimum, and maybe toss
FC in since they're eite Assault Marines. But when you try for options, well, there are
CC Terminators that can do the job better in most regard.
You can if you want go nuts. 10 Vanguard,
LC/
SS on all of them, sarge gets t-hammer. Now add
MB's to all. Put Shrike and a Jump Chaplain in the unit. Over 1000pts into what is essentially a Glass Hammer. Infiltrate the unit thanks to Shrike, then rip faces off. Infantry, vehicles, they'll die fast.
MC's will be fun and hard to kill but otherwise you'll romp the field. And then die in the open