Stroodles is right, they used a lot of tacs and had the Scarab Occult (
http://warhammer40k.wikia.com/wiki/Sekhmet) who were the elite bodyguard for Magnus.
They also had "the Hidden Ones" (
http://warhammer40k.wikia.com/wiki/Hidden_Ones) but there's not much on them really.
I've basically always taken either Termies or Terminator Command and a unit of Vets with the Scout to Outflank as the Hidden Ones. Other than that you HAVE to take a psyker.
I know it's expensive and I've yet to feel they provide the same value as other stuff but you do have to. Otherwise there's no real point in taking Thousand Sons.
Or wait a couple of weeks cause I don't think it'll be long till book 7 is out and then we'll hopefully know more!