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Hi, just starting out in warhammer40k. Played a few proxy games to get the feel for the warhammer40k rules and such and now I'm looking to start building an actual army.
I settled upon grey knights first and decided a 1000 point list would be a good place to start out.

HQ
Orde Xeno - Conversion beamer
Warrior Acolyte x3
Chimera
Heavy flamer

Elite
Techmarine - Stormbolter - Warding stave - x1 Servoskull

x10 Purifier - x5 Halberds - x2 Psycannon - x1 Daemonhammer - x2 Incinerator
Psybolt ammunition

Vindicare

Troops
Strike squad - x1 Psycannon
Rhino

Strike squad - x1 Psycannon
Rhino

Vindicare and Ordo Xeno sit in bolstered ruin and provide long range support with exitus and beamers. Acolytes are ablative wounds and to allow me to take advantage of the 5 fire point Chimera.
I was thinking of splitting the Purifiers into combat squads of x2 Halberd - x2 Incinerator - x1 Daemon hammer and x2 Psycannon - x3 Halberd.
The squad with incinerators will go horde and infantry hunting while the other squad will go elite/IC hunting. The techmarine will be attached to the IC hunting squad to cast Hammerhand and provide its 2 servo-"powerfist" attacks (which is why that squad has no daemon hammers).
Strike squads will probably provide dakka support.

My concerns are that firstly, one squad will be left footslogging unless I don't combat squad the purifiers and put x10 purifiers in a chimera. If I did that, I'd replace psybolt ammo with x2 more psycannons, but that would turn the chimera into priority target for the enemy.

I know the Vindicare and the Conversion beamer can be a bit unreliable to rely on, but they're very safe units. The cover saves will make opponents think twice about prioritizing them. I'm reluctant to take a dreadnought because every lance or krak missile will be pointed at it.

The armies I'll be going against at my gaming shop aren't mech spamming ones, and once again, thanks for looking over my list.

No need for incinerators in this list. Many argue that they're not needed at all. 2x additional pycannons will serve you better in all situations.

I'm confused as to what the servoskull is for. If you use it for your conversion beamer, you'll be placing it in the middle of the table somewhere and it will get very little use since they are easy to get rid of. You have no deep striking units. I guess you can sit it back next to your inq and vindicare and hope it helps scatter your opponent's stuff.

I love psybolt ammo, but the psycannons would work best for you I think.

Let the purifiers ride in the chimera, they need a ride. Let people shoot at them, it keeps them away from your scoring units.

I have no idea what your techmarine is for. What does it do in this list?

Honestly, drop the Techmarine and buy a rhino for the purifiers. You can then combat squad and use part as a forward firebase and the other part as a psycannon pillbox.

With the rest of the points you should be able to also buy a jokaero and some meltas or plasmas for your warrior acolytes. Much more potent in that chimera.

76 Ordo Xeno w/ Conversion Beamer, Servo skull x2
144 Retinue: 3x Melta Gun Acolyte, 3x Acolyte, 1x Jokaero in Chimera
335 10x Purifier, 4x Psycannon, 5x Halberd, 1x Hammer in Rhino
145 Vindicare Assassin
150 5x Strike Squad, 1x Psycannon in Rhino
150 5x Strike Squad, 1x Psycannon in Rhino
1000 Points

Why do you need the Servo Skulls? Seriously, what do you have in the list that can use them? The Strike Squads are the only units that can Deep Strike and they are in Rhinos, and your only blast weapon is the Conversion Beamer. To be honest, I would ditch the Beamer and just strip the Inquisitor down to bare bones. Also, the Vindicare is a huge target and will likely get a missile to the face on turn 1. In my experience Assassins are nothing but fire magnets, but they are not durable enough to do the job well and are too expensive by half. Ditch him for another Strike Squad, or upgrade one of them to full size or something.

Quit honestly, the servo-skull was there because the list came out to 997 points.

I understand that the vindicare will receive the missiles in the face. Since it is stealth, a bolstered ruin would give it a +2 cover save.
Without the techmarine, I feel that the vindicare really is too fragile for its point cost.

If I took the techmarine off the list, I'd probably take the vindicare off as well and replace them with more psycannons and strike squads.
Thanks for the advice guys.

The techmarines should take Rad grenades if you can find the points for it. You can make the purifiers super deadly in the assault phase with them.