It occurs to me that "a lot of grey plastic" isn't the most informative description, so here's a bit more detail. So far I have the following miniatures assembled for my new army, all of which are designed to fit the army whether I'm using the Grey Knights or Chaos Marines codex:

• 1 Grand Master/Chaos Lord
  

• 1 Librarian/Sorceror
  

• 2 units of 10 terminators
• 1 unit of 10 marines in power armour.
• 1 possessed Nemesis Dreadknight
  

All of the above have been assembled using components from both ranges, which are considerably less compatible than Games Workshop would have you believe. I had to be somewhat selective about which heads would fit on which bodies and which shoulder pads would fit on which arms. On the whole though, I'm happy with the results. I'm particularly happy with the Dreadknight; it's not a very original idea (I've seen at least half a dozen others online) but it works.

Plus I may have settled on a colour scheme. Thanks to the guy in GW today (Matt? sorry I'm hopeless with names) who acted as a sounding board when I was in there earlier. Once I have a test model painted, I'll be sure to post it.