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I am a little confused with the plastic Grey Knight kits.

The Terminator box makes Terminators or Paladins. The basic Grey Knight troop box makes strikes, interceptors, purgation, or purifiers.

When modeling these, are there any differences between the troop types? Besides weapons (i.e. Psycannon, Daemon Hammer), how do
you tell a Paladin from a Terminator, or a Strike Squad from an Interceptor Squad?

Paladins generally have more bling and personal heraldry, strike/interceptor depends on what backpack you give them as the box contains 10 backpacks, 5 normal and 5 teleporter. Purifiers have white helmets and I believe some other pieces of white armor.

Well, GW's studio gave Paladins those little books to make them stand out (see below). In the regular T-squads, only the champ. gets the little book over his head.

Follow the instructions on the box, or study the codex pictures. Both are sufficient, shoulder pads and heraldry are the main differences.

You can make any of those, you get all the bits to make them purifiers or strike squad, etc.

Zweischneid wrote:Well, GW's studio gave Paladins those little books to make them stand out (see below). In the regular T-squads, only the champ. gets the little book over his head.

Yes, there is one apothecary too.

The "tilt shield" on the left arm are more ornate for the Paladins. The blank or skull tilt shields would be for the regular GK terminators.

My advice is not to be too worked up about it. Just make them how you want and ensure your opponent knows which unit is which when you put them on the table. Unless you're trying to do something underhanded and make your elites and troops hard to distinguish, it shouldn't be a problem.