What is your must have unit in your army? The one unit you always find a way to squeeze into your army, regardless of how well it does or how points effective it may or may not be?
For me, that is a unit of 5 Assault Terminators with Thunder Hammers and Storm Shields. For only 200 points you get 5 Terminators, giving you a 2+ armor save and 3+ invulnerable save. Then you give them a strength 8 power weapon that if wounds forces the wounded unit to go last next combat.
In smaller games they can deep strike and/or foot slog and be survivable, or transport them in a Land Raider in a bigger game (not factored into cost to worth ratio... you will probably have a Land Raider at higher levels because they are awesome as well).
They are the perfect retinue for your HQ slot, in terminator or not. I usually run a Terminator Librarian lately, but in large games or Planetstrike I have been known to run Marneus Calgar. I don't always run them with the HQ, but if anyone goes well to soak up armor saves and inlunerable saves off your HQ it is this unit.
Hard to kill, hard to survive against, less points than a Tactical Squad with a transport. Win.