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The first thing to know about 30k army lists generally is that the Rites of War system tends to be very central to how you build your army and what models you want to use; pretty much every Legion list is going to start out asking yourself "which Rite am I using today?"
I tend to recommend people start 30k with Pride of the Legion; instead of 10-20 model bolter-only Tactical Squads your compulsory Troops can be Tactical Veterans (5-10 with one special/heavy weapon per five) and Terminators (including any Legion-specific Terminators that are normally Elites choices), which means you don't need the sheer volume of models you'd use otherwise. It also eases you into 30k by giving you the kind of flexible squads you'd see in a 40k Space Marine army rather than the expensive single-purpose squads of a more traditional Legion list.
With Thousand Sons specifically Pride of the Legion also gets you way more psykers than you'd get normally; any character in a Thousand Sons army can (and probably should) be a psyker, but of your units only Tactical Veterans, Terminators, and your unique units (Sekhmet Terminators, Ammitara, and Khenati) can actually be psykers. Your standard Tactical, Assault, Heavy Support, etc. squads will not be psykers.
On Rubrics: Rubrics work fine as any power-armoured model you care to equip them to be; my 30k Thousand Sons use a lot of Rubrics with FW Achean-pattern heads, but I've given them a broader range of weapons. Any power-armoured arms swap in pretty easily. Most people I run across (myself included) use the soulreaper cannons as heavy bolters because they're one of the heavy weapons Tactical Veterans are allowed and because it's annoyingly expensive to get enough to field a Tactical Support squad with rotor cannons.
Addendum on Rubrics: Rhinos in 40k right now are underwhelming because they're expensive underarmed boxes that take your shooty people and prevent them from shooting. In 30k a Rhino with a dozer blade is 40pts, and provides any power-armoured infantry squad of 10 models or fewer a small-arms-immune armoured box to run about in with a top hatch they can shoot out of. They're really incredibly useful.
On Scarab Occult: Thousand Sons are allowed both standard Terminators and their own unique Sekhmet Terminators. Scarab Occult models work fine for both, but it's much easier to use them as one or the other in the course of one game rather than having some of them representing one and some the other. The problems come in wargear; a Scarab Occult Terminator is allowed combi-bolter and power sword only, while Legion Terminators and Sekhmet Terminators are allowed any power weapon (force weapons on Sekhmet), or lightning claws, powerfists, or chainfists, and combi-weapons or volkite chargers in place of the boltgun. As to the Scarab Occult's ranged upgrades Sekhmet have no heavy weapons, though the heavy flamer (as a heavy flamer) and the soulreaper cannon (as a proxy Reaper autocannon) are usable in standard Terminator squads. I've used spare arms off the plastic Tartaros Terminators to make Scarab Occult with chainfists, they fit fine.
Keep in mind that Sekhmet are fundamentally not a ranged unit; they may be able to clear chaff reasonably well, but their purpose for being is to get one or two psychic buffs off that turn an expensive middle-of-the-road squad into an unkillable whirling melee deathball. Stack up some mixture of Iron Arm, Warp Speed, Endurance, Sanctuary, Prescience, and Precognition on the squad and you will rapidly produce a unit that will beat up Primarchs and come out the other side without breaking a sweat. They may not have AT ranged weapons (other than combi-weapons), but keep in mind that they're a lot easier to get into melee than Terminators in 8e and under 7e rules one or two chainfists can carve most vehicles open pretty handily.
On magic bullets: You may not have AP-2 bullets but you can use something called Asphyx Shells; Sekhmet come with them and Tactical Veterans/standard Terminators can be upgraded with them. Rerolling all failed wounds doesn't sound as fun as blasting through armour and it isn't as good at blasting down vehicles but it goes a long way towards making up for the lack of volume that small elite Thousand Sons forces tend to suffer from.
On Cults: You can mix and match cults freely; the only restriction is that your Warlord has to have the same cult as your compulsory Troops. A brief summary:
-Pavoni: Cult rule is a situational boost, but the major boon here is that Biomancy is a strong psychic table with a good primaris power and a lot of powers that can make a unit clean up in melee. Use for general-purpose or melee-oriented psyker Veterans/Terminators.
-Raptora: Telekinesis isn't an incredibly strong set of powers. Kine-Shields does get you to a 3++ on Terminators, but it also synergizes with Telekine Dome (one of the TK powers) to have a bubble of 4+ Invulnerable save infantry, or with combat shields to put an assault squad into the enemy with a 5+ Invulnerable save at range/4+ in melee. 3++ Cataphractii Sekhmet are more reliably durable than Pavoni Sekhmet that are trying to fish for Endurance/Ironarm to be actually tough. Use on: Anyone that already has an Invulnerable save.
-Corvidae: Boring and reliable, like the Divination discipline. The most reliably useful thing about Divination is Prescience and the Corvidae cult gives you half of Prescience at range just by standing still; give this to your heavy weapon infantry but don't make it your core cult.
-Athanean: Situational. Adamantium Will is only really useful coming up against other Thousand Sons (most people don't bother taking a single Librarian), though the advent of the Ruinstorm Daemons in the next book may change that. Immunity to Fear is really incredibly useful if you're fighting Legio Cybernetica or Night Lords a lot and really pointless otherwise. Telepathy has some strong offensive powers, but it doesn't have the kind of unit buffs you like on your Brotherhood of Psykers units. Use for a single character if you really, really want Shriek, don't worry about it otherwise.
-Pyrae: Broadly unhelpful. I use Pyromancy on an Osirion sometimes if I want to give it an extra gun, I've never bothered to put the Pyrae Cult on anything.
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