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Depends on how you want to play the Grey Knight's there Shinzra. My experience with the GK is nothing like Xenomancers' note, but local meta may vary.
The army by itself is mid tier in of itself (imo). With that said armies with the decurion style detachments are generally at the stronger end of the spectrum. If you want competitive, regular space marines and eldar would probobly be better for you. If you just want to field GK, it is still fun and you can be competitive, but you got to work for it. Some units are generally not taken (Purgation squad for example) because other units in the same slot are so much better (nemesis dreadknights). All of the units are expensive but if you embrace your psykic phase or your melee weapons (or both), you should be good to go.
In our local meta, we have 2 GK players that are fairly competitive and generally place in the top spots for any competitions. One allies with flesh tearers (for lots of drop pods) so he can spam purifiers with drop pod assault, plus some NDK and possibly a knight. The other player does solo GK but plays a shunt/gate list for mobility, Libby's for divination, Stern for sanctuary, and draigo to tank. Both are fairly brutal with alpha strikes, and are no joke in assault. Tau, nids, Daemon, SM, necrons, orcs, DE, no real issue. Only eldar poses some threat due to mobility, and wolves as they also are no slouch in melee.
You will find maelstorm missions pretty difficult (few units), and grav weaponry your bane. Past that, strike first, strike hard, strike fast, and you'll be fine.
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