Cataphractii aren't great at being a breakthrough unit. Their inability to Run means they tend to lag behind the rest of your army (unless you're throwing them in a Spartan, which is horrendously expensive); other patterns of Terminator armour and Legion-specific units (you've got both Locutarii and Invictarii in Ultramarines) do that job better. If you're going to use a ten-man Cataphractii unit it's usually better to try and run them as a generalist unit and spend as little as possible upgrading them to do one specific job, so you'll probably want to keep the combi-bolters and power weapons on most of the squad and spend points on the heavy weapons. The downside, of course, is that the plastic kit doesn't actually come with power weapons, so you'll need either Forge World arms or you'll need to do some converting.
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