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Don't put a heavy weapon on every squad member. Use some as naked ablative wounds. For example, 5-man Havoc squad with 3 Autocannons and 2 stock. Put the stock ones in front of the rest and the opponent has to first kill those 2 to kill your firepower, which is hard to do from 48" away. Also, if he is targeting your Havocs with long-range firepower, which happens to mostly be high-strength, low AP variants, he isn't targeting your tanks or fast CC elements.

Blocking them with a Rhino with a Havoc launcher that has the same range is also a pretty good tactic.

That said, I'm an Eldar player, I just often play against CSM and picked up a trick or two.