Again, slightly behind the times but last month's White Dwarf had an article on assault troops in 40K. Some of the choices weren't too bad - things like arming up troops with krak grenades/melta bombs for some impromptu tank hunting, adding powerfists to Veterans (rather than individual characters) if you want them, and making sure you always give them additional combat weapons (e.g. pistol and sword/axe/choppa)
I don't know about you, but Alessio's final comment seemed a little beardy: master-crafted lightning claws. He said you'll never look back because of the rerolls to hit and to wound. Now I know it'll be character only (what with the master crafting) but I think re-rolling both with a Space Marine is a little OTT and exploiting master crafting a little.
That isn't to say it can't be done, just that it seems to me to be a little beardy and not in the spirit of the game.